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 Clearfield 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.

Clearfield IV rank is 23, 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 31.9% to 216.7%. See the CLFD implied volatility history for a longer view.

Across all open Clearfield options on Nov 4, 2026, net gamma exposure was $120.92K and net delta exposure was $4.06M per 1% move in the stock. The CLFD gamma exposure chart shows where that gamma sits by strike.

Clearfield Inc designs, manufactures, and distributes fiber protection, fiber management, and fiber delivery solutions to enable rapid and cost-effective fiber-fed deployment throughout the broadband service provider space prominently across North America.