Option Greeks measure how Arrow Electronics Inc (ARW) 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. ARW implied volatility is near the bottom of its one-year range, which keeps delta and gamma in a narrower range of strikes than usual.
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ARW 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 ARW Greeks charts?
Gamma, theta, and vega are largest for strikes near the Arrow Electronics 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 ARW's Greeks?
Arrow Electronics IV rank is 19, so implied volatility is near the bottom 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 26.9% to 177.1%. See the ARW implied volatility history for a longer view.
How much gamma and delta do ARW options carry in total?
Across all open Arrow Electronics options on Nov 4, 2026, net gamma exposure was -$61.88K and net delta exposure was -$12.39M per 1% move in the stock. The ARW gamma exposure chart shows where that gamma sits by strike.
What is Arrow Electronics Inc?
Arrow Electronics Inc. is a provider of products, services, and solutions to industrial and commercial users of electronic components and enterprise computing solutions.