SNAP · Snap Inc

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$4.77 +0.25 (+5.53%) At close · Jul 28

Market Cap

$7.90B

1.66B

Options Chain

15-min delayed Underlying $4.77 · at close Jul 28, 2026 Options Calculator

Positioning

Jul 31, 2026 · 2 days to expiry · 38 contracts

Put / call OI

0.58

Call-heavy positioning

Open interest

43,621

contracts outstanding

Volume

18,042

traded today

Max pain

$4.50

$0.27 below spot

ATM implied vol

69.5%

market's expected move

Open interest by strike

Calls Puts

0.5

1.5

2.5

3.5

4.5

5.5

6.5

7.5

8.5

9.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Jul 31 2d Aug 7 9d Aug 14 16d Aug 21 23d Aug 28 30d Sep 4 37d Sep 18 51d Oct 16 79d Jan 15 170d Jan 21 541d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
42	80	1805.5%	0.987	$4.20		$0.01	—	—	1	8
Call · $0.5 In the money Last $4.20 Breakeven $4.70 Implied vol 1805.5% Delta 0.987 ≈99% ITM Gamma 0.004 Theta -0.046 Vega 0 Open interest 42 Model this call Put · $0.5 Last $0.01 Breakeven $0.49 Implied vol — Delta — Gamma — Theta — Vega — Open interest 8 Model this put
25	109	—	—	$3.75		$0.01	—	—	1	16
Call · $1 In the money Last $3.75 Breakeven $4.75 Implied vol — Delta — Gamma — Theta — Vega — Open interest 25 Model this call Put · $1 Last $0.01 Breakeven $0.99 Implied vol — Delta — Gamma — Theta — Vega — Open interest 16 Model this put
23	55	—	—	$3.30		$0.01	—	—	5	5
Call · $1.5 In the money Last $3.30 Breakeven $4.80 Implied vol — Delta — Gamma — Theta — Vega — Open interest 23 Model this call Put · $1.5 Last $0.01 Breakeven $1.49 Implied vol — Delta — Gamma — Theta — Vega — Open interest 5 Model this put
48	61	—	—	$2.74		$0.01	—	—	1	0
Call · $2 In the money Last $2.74 Breakeven $4.74 Implied vol — Delta — Gamma — Theta — Vega — Open interest 48 Model this call Put · $2 Last $0.01 Breakeven $1.99 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
9	38	—	—	$2.31		$0.01	-0.125	1130.3%	11	4
Call · $2.5 In the money Last $2.31 Breakeven $4.81 Implied vol — Delta — Gamma — Theta — Vega — Open interest 9 Model this call Put · $2.5 Last $0.01 Breakeven $2.49 Implied vol 1130.3% Delta -0.125 ≈13% ITM Gamma 0.044 Theta -0.177 Vega 0.001 Open interest 4 Model this put
12	10	—	—	$1.76		$0.01	-0.161	869.6%	3	13
Call · $3 In the money Last $1.76 Breakeven $4.76 Implied vol — Delta — Gamma — Theta — Vega — Open interest 12 Model this call Put · $3 Last $0.01 Breakeven $2.99 Implied vol 869.6% Delta -0.161 ≈16% ITM Gamma 0.068 Theta -0.16 Vega 0.001 Open interest 13 Model this put
33	17	0.1%	1	$1.25		$0.01	-0.039	211.4%	1	1.3k
Call · $3.5 In the money Last $1.25 Breakeven $4.75 Implied vol 0.1% Delta 1 ≈100% ITM Gamma 0 Theta 0 Vega 0 Open interest 33 Model this call Put · $3.5 Last $0.01 Breakeven $3.49 Implied vol 211.4% Delta -0.039 ≈4% ITM Gamma 0.095 Theta -0.013 Vega 0 Open interest 1.3k Model this put
594	64	—	—	$0.74		$0.01	-0.059	134.9%	104	4k
Call · $4 In the money Last $0.74 Breakeven $4.74 Implied vol — Delta — Gamma — Theta — Vega — Open interest 594 Model this call Put · $4 Last $0.01 Breakeven $3.99 Implied vol 134.9% Delta -0.059 ≈6% ITM Gamma 0.213 Theta -0.012 Vega 0 Open interest 4k Model this put
7.1k	2.2k	75.7%	0.813	$0.32		$0.03	-0.162	67.4%	2.4k	9.2k
Call · $4.5 In the money Last $0.32 Breakeven $4.82 Implied vol 75.7% Delta 0.813 ≈81% ITM Gamma 0.863 Theta -0.016 Vega 0.001 Open interest 7.1k Model this call Put · $4.5 Last $0.03 Breakeven $4.47 Implied vol 67.4% Delta -0.162 ≈16% ITM Gamma 0.879 Theta -0.012 Vega 0.001 Open interest 9.2k Model this put
Underlying $4.77
13.5k	11.9k	60.4%	0.184	$0.02		$0.35	-0.755	78.6%	155	1.3k
Call · $5 Last $0.02 Breakeven $5.02 Implied vol 60.4% Delta 0.184 ≈18% ITM Gamma 1.065 Theta -0.012 Vega 0.001 Open interest 13.5k Model this call Put · $5 In the money Last $0.35 Breakeven $4.65 Implied vol 78.6% Delta -0.755 ≈75% ITM Gamma 0.985 Theta -0.019 Vega 0.001 Open interest 1.3k Model this put
2.7k	682	167.7%	0.181	$0.01		$0.79	-0.871	139.6%	7	119
Call · $5.5 Last $0.01 Breakeven $5.51 Implied vol 167.7% Delta 0.181 ≈18% ITM Gamma 0.379 Theta -0.033 Vega 0.001 Open interest 2.7k Model this call Put · $5.5 In the money Last $0.79 Breakeven $4.71 Implied vol 139.6% Delta -0.871 ≈87% ITM Gamma 0.368 Theta -0.022 Vega 0.001 Open interest 119 Model this put
2.1k	6	159.3%	0.055	$0.01		$1.30	-0.786	287.5%	4	79
Call · $6 Last $0.01 Breakeven $6.01 Implied vol 159.3% Delta 0.055 ≈5% ITM Gamma 0.167 Theta -0.013 Vega 0 Open interest 2.1k Model this call Put · $6 In the money Last $1.30 Breakeven $4.70 Implied vol 287.5% Delta -0.786 ≈79% ITM Gamma 0.245 Theta -0.062 Vega 0.001 Open interest 79 Model this put
577	25	202.4%	0.045	$0.01		$1.91	-0.746	421.1%	3	1
Call · $6.5 Last $0.01 Breakeven $6.51 Implied vol 202.4% Delta 0.045 ≈5% ITM Gamma 0.113 Theta -0.014 Vega 0 Open interest 577 Model this call Put · $6.5 In the money Last $1.91 Breakeven $4.59 Implied vol 421.1% Delta -0.746 ≈75% ITM Gamma 0.184 Theta -0.101 Vega 0.001 Open interest 1 Model this put
421	5	252.1%	0.049	$0.01		$2.49	-0.76	480.8%	8	2
Call · $7 Last $0.01 Breakeven $7.01 Implied vol 252.1% Delta 0.049 ≈5% ITM Gamma 0.096 Theta -0.019 Vega 0.001 Open interest 421 Model this call Put · $7 In the money Last $2.49 Breakeven $4.51 Implied vol 480.8% Delta -0.76 ≈76% ITM Gamma 0.156 Theta -0.112 Vega 0.001 Open interest 2 Model this put
180	1	289%	0.044	$0.01		$3.02	-0.691	664.1%	2	1
Call · $7.5 Last $0.01 Breakeven $7.51 Implied vol 289% Delta 0.044 ≈4% ITM Gamma 0.078 Theta -0.02 Vega 0.001 Open interest 180 Model this call Put · $7.5 In the money Last $3.02 Breakeven $4.48 Implied vol 664.1% Delta -0.691 ≈69% ITM Gamma 0.129 Theta -0.177 Vega 0.001 Open interest 1 Model this put
40	3	341.8%	0.054	$0.01		$3.53	-0.748	629.3%	4	2
Call · $8 Last $0.01 Breakeven $8.01 Implied vol 341.8% Delta 0.054 ≈5% ITM Gamma 0.077 Theta -0.028 Vega 0.001 Open interest 40 Model this call Put · $8 In the money Last $3.53 Breakeven $4.47 Implied vol 629.3% Delta -0.748 ≈75% ITM Gamma 0.122 Theta -0.15 Vega 0.001 Open interest 2 Model this put
122	71	400.6%	0.068	$0.05		$4.05	-0.757	670.8%	1	0
Call · $8.5 Last $0.05 Breakeven $8.55 Implied vol 400.6% Delta 0.068 ≈7% ITM Gamma 0.079 Theta -0.039 Vega 0.001 Open interest 122 Model this call Put · $8.5 In the money Last $4.05 Breakeven $4.45 Implied vol 670.8% Delta -0.757 ≈76% ITM Gamma 0.112 Theta -0.157 Vega 0.001 Open interest 0 Model this put
12	1	895.2%	0.335	$0.02		$4.50	-0.789	675.6%	8	16
Call · $9 Last $0.02 Breakeven $9.02 Implied vol 895.2% Delta 0.335 ≈34% ITM Gamma 0.098 Theta -0.247 Vega 0.001 Open interest 12 Model this call Put · $9 In the money Last $4.50 Breakeven $4.50 Implied vol 675.6% Delta -0.789 ≈79% ITM Gamma 0.104 Theta -0.148 Vega 0.001 Open interest 16 Model this put
151	1	432.1%	0.046	$0.01		$4.90	-0.849	609.1%	7	0
Call · $9.5 Last $0.01 Breakeven $9.51 Implied vol 432.1% Delta 0.046 ≈5% ITM Gamma 0.054 Theta -0.031 Vega 0 Open interest 151 Model this call Put · $9.5 In the money Last $4.90 Breakeven $4.60 Implied vol 609.1% Delta -0.849 ≈85% ITM Gamma 0.092 Theta -0.106 Vega 0.001 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1564408 CUSIP 83304A106 13F (30d) 126 filings 119 filers Visit website Investor relations