ThetaOwl

SNCY

Sun Country Airlines Holdings, Industrials
$16.85
Bullish
Mkt Cap: $896.8M|Float: 51.9M|SI: 9.0%|DTC: 4.4
Data as of market close Apr 2, 2026
IV Rank
52
IV Pctl
44%
HV 20d
45.5%
52W Range
$8-$22
ATR(14)
$0.69
Exp. Move
±9.6%
P/C Ratio
0.19
Earnings
Apr 30
GEX Positive
DEX Long
Net Call Premium
IV Moderate
Max Pain Below
Exp. Move Wide
Low Put/Call

SNCY Key Options Data

IV Rank
52.3%
Total GEX
$0.00B
Total DEX
$0.2M
Max Pain
$12.50
Expected Move
±9.6%
Put/Call OI
0.19
Net Premium
$0.0M
Spot Price
$16.85

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-1715±$1.62±9.6%$15.23$18.48
2026-07-17106±$3.88±23.0%$12.98$20.73
2026-10-16197±$1.22±7.3%$15.63$18.08

Explore SNCY 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.