Option Greeks measure how Accenture PLC (ACN) 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. ACN implied volatility is in the upper part of its one-year range, which spreads delta and gamma over a wider range of strikes than usual.
Upgrade to view higher order greeks (Vanna, Charm, and Vomma) and multiple expiration dates.
ACN 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 ACN Greeks charts?
Gamma, theta, and vega are largest for strikes near the Accenture 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 ACN's Greeks?
Accenture IV rank is 62, so implied volatility is in the upper 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 22.1% to 59.2%. See the ACN implied volatility history for a longer view.
How much gamma and delta do ACN options carry in total?
Across all open Accenture options on Nov 4, 2026, net gamma exposure was $38.54M and net delta exposure was $2.07B per 1% move in the stock. The ACN gamma exposure chart shows where that gamma sits by strike.
What is Accenture PLC?
Accenture is a leading IT services firm that provides consulting, system integration, and business process outsourcing to enterprises around the world.