Option Greeks measure how Axon Enterprise Inc (AXON) 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. AXON 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.
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AXON 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 AXON Greeks charts?
Gamma, theta, and vega are largest for strikes near the Axon Enterprise 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 AXON's Greeks?
Axon Enterprise IV rank is 61, 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 33.6% to 107.4%. See the AXON implied volatility history for a longer view.
How much gamma and delta do AXON options carry in total?
Across all open Axon Enterprise options on Nov 4, 2026, net gamma exposure was $6.14M and net delta exposure was $155.47M per 1% move in the stock. The AXON gamma exposure chart shows where that gamma sits by strike.
What is Axon Enterprise Inc?
Axon was founded in 1993, but its roots trace back to the invention of the Taser in 1974 by Jack Cover.