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).

Gamma, theta, and vega are largest for strikes near the Astec Industries 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.

Astec Industries IV rank is 27, 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 17.6% to 194.3%. See the ASTE implied volatility history for a longer view.

Across all open Astec Industries options on Nov 4, 2026, net gamma exposure was $45.13K and net delta exposure was $1.79M per 1% move in the stock. The ASTE gamma exposure chart shows where that gamma sits by strike.

Astec Industries Inc designs and manufactures equipment and components used in road construction and other development activities.