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 Becton Dickinson and 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.

Becton Dickinson and IV rank is 10, 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 19.7% to 169.6%. See the BDX implied volatility history for a longer view.

Across all open Becton Dickinson and options on Nov 4, 2026, net gamma exposure was $3.43M and net delta exposure was $124.41M per 1% move in the stock. The BDX gamma exposure chart shows where that gamma sits by strike.

Following the separation of the life science segment, Becton Dickinson operates in four business units.