Option Greeks measure how ProFrac Holding Corp (ACDC) 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. ACDC implied volatility is in the lower part of its one-year range, which keeps delta and gamma in a narrower range of strikes than usual.
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ACDC 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 ACDC Greeks charts?
Gamma, theta, and vega are largest for strikes near the ProFrac 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 ACDC's Greeks?
ProFrac IV rank is 23, so implied volatility is in the lower part 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 68.2% to 227.7%. See the ACDC implied volatility history for a longer view.
How much gamma and delta do ACDC options carry in total?
Across all open ProFrac options on Nov 4, 2026, net gamma exposure was $17.51K and net delta exposure was $739.97K per 1% move in the stock. The ACDC gamma exposure chart shows where that gamma sits by strike.
What is ProFrac Holding Corp?
ProFrac Holding Corp is a technology-focused, vertically integrated energy services company providing hydraulic fracturing, proppant production, completion services, and related products, including distributed power generation, to upstream oil and natural gas companies in the United States.