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 Colgate-Palmolive 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.

Colgate-Palmolive IV rank is 24, 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 16.4% to 35.2%. See the CL implied volatility history for a longer view.

Across all open Colgate-Palmolive options on Nov 4, 2026, net gamma exposure was $8.05M and net delta exposure was $183.25M per 1% move in the stock. The CL gamma exposure chart shows where that gamma sits by strike.

Since its founding in 1806, Colgate-Palmolive has grown into a leading player in the household and personal care industry.