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 Cbre 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.

Cbre IV rank is 11, 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 19.4% to 177.3%. See the CBRE implied volatility history for a longer view.

Across all open Cbre options on Nov 4, 2026, net gamma exposure was $2.58M and net delta exposure was $57.28M per 1% move in the stock. The CBRE gamma exposure chart shows where that gamma sits by strike.

CBRE is the world's largest commercial real estate services and investment firm, providing brokerage, leasing, facilities and project management, valuation, mortgage services, and investment management to occupiers and investors across every major property type.