Option Greeks measure how Abbott Laboratories (ABT) option prices respond to changes in the stock price (delta and gamma), the passage of time (theta), implied volatility (vega), and interest rates (rho). These charts plot each Greek by strike, so you can see where an expiration's price risk, time decay, and volatility exposure are concentrated. ABT implied volatility is near the middle of its one-year range, so delta and gamma cover about their usual range of strikes.
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ABT Option Greeks FAQ
What are option Greeks?
Option Greeks measure how an option's price responds to changes in the stock price (delta and gamma), time (theta), implied volatility (vega), and interest rates (rho).
How do I read the ABT Greeks charts?
Gamma, theta, and vega are largest for strikes near the Abbott Laboratories stock price and shrink for strikes far above or below it. Theta grows as expiration gets closer, while vega is larger for expirations further out. Call delta runs from 0 to 1 and put delta from -1 to 0, near 0.50 and -0.50 at the money, and roughly estimates the chance that an option finishes in the money.
How does implied volatility affect ABT's Greeks?
Abbott Laboratories IV rank is 41, so implied volatility is near the middle of its one-year range. Higher implied volatility raises option premiums and daily time decay (theta), and spreads delta and gamma across a wider range of strikes. Over the past year, 30-day implied volatility ranged from 19.1% to 42.1%. See the ABT implied volatility history for a longer view.
How much gamma and delta do ABT options carry in total?
Across all open Abbott Laboratories options on Nov 4, 2026, net gamma exposure was $32.27M and net delta exposure was $852.88M per 1% move in the stock. The ABT gamma exposure chart shows where that gamma sits by strike.
What is Abbott Laboratories?
Abbott manufactures and markets cardiovascular and diabetes devices, adult and pediatric nutritional products, diagnostic equipment and testing kits, and branded generic drugs.