ThetaOwl

SNAP

Snap Inc.Communication Services
$4.51
Bullish
Mkt Cap: $7.63B|Float: 1.10B|SI: 8.7%|DTC: 2.4
Data as of market close Mar 30, 2026
IV Rank
51
IV Pctl
57%
HV 20d
6857.0%
52W Range
$4-$10
ATR(14)
$0.25
Exp. Move
±6.4%
P/C Ratio
0.29
Earnings
Apr 28
GEX Positive
DEX Long
Net Call Premium
IV Moderate
Max Pain Below
Exp. Move Wide
Low Put/Call

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-023±$0.29±6.4%$4.22$4.80
2026-04-1011±$0.46±10.3%$4.05$4.98
2026-04-1718±$0.60±13.3%$3.91$5.11
2026-04-2425±$0.70±15.4%$3.82$5.21
2026-05-0132±$0.92±20.4%$3.59$5.43
2026-05-0839±$1.06±23.6%$3.45$5.58

Explore SNAP options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.