Snap Inc · Brief

Next report

4 days

Nov 4 · after closeest.Q3 FY26

Expected move

±11.4%implied · report alone

4.735.95

straddle ±13.1%

spot 5.34exp Nov 6ATM strike 5.5ATM straddle 0.83IV 136%

Oct 30 closereport share · term structure

Expected move

—≥ implied

Q2 FY26—▲+14.88%—

quarterimplied−15%0+15%realized×

Q2 FY26—▲+14.88%—

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Nov 4 report · est.

Bull2

3customers disclosing the company as a supplierSEC filings

541managers reporting a position in the latest quarterly filings13F · Jun 30 '26

Bear2

13 of 24of the largest reporting managers cut their stake in the latest quarter13F · Jun 30 '26

−0.77%change in shares held by the largest reporting managers over the latest quarter13F · Jun 30 '26

AI captions · Oct 26 '26once per report · top 2 per case

SNAP report session

No linked exposure.

Oct 21impliedImplied move: ±14.9% into Nov 4 earnings (Oct 21 close).Source

Oct 14impliedImplied move: ±8.8% into Oct 28 earnings (Oct 14 close).Source

privateThesis 0 · Decisions 0 · Observations 0

No thesis.