Option Greeks measure how CMB.Tech NV (CMBT) option prices respond to changes in the stock price (delta and gamma), the passage of time (theta), implied volatility (vega), and interest rates (rho). These charts plot each Greek by strike, so you can see where an expiration's price risk, time decay, and volatility exposure are concentrated. CMBT implied volatility is near the bottom of its one-year range, which keeps delta and gamma in a narrower range of strikes than usual.
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CMBT Option Greeks FAQ
What are option Greeks?
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).
How do I read the CMBT Greeks charts?
Gamma, theta, and vega are largest for strikes near the CMB.Tech NV 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.
How does implied volatility affect CMBT's Greeks?
CMB.Tech NV 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 30.1% to 180.7%. See the CMBT implied volatility history for a longer view.
How much gamma and delta do CMBT options carry in total?
Across all open CMB.Tech NV options on Nov 4, 2026, net gamma exposure was $146.3K and net delta exposure was $5.06M per 1% move in the stock. The CMBT gamma exposure chart shows where that gamma sits by strike.
What is CMB.Tech NV?
CMB.Tech NV owns and operates a fleet of vessels for international maritime shipping and storage of crude oil and petroleum products.