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 Brookfield Wealth Solutions 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.

Brookfield Wealth Solutions IV rank is 17, 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 24.1% to 191.2%. See the BNT implied volatility history for a longer view.

Across all open Brookfield Wealth Solutions options on Nov 4, 2026, net gamma exposure was -$1.33K and net delta exposure was $42.92K per 1% move in the stock. The BNT gamma exposure chart shows where that gamma sits by strike.

Brookfield Wealth Solutions Ltd, formerly Brookfield Reinsurance Ltd operates a capital solutions business providing insurance and reinsurance services to individuals and institutions.