Option Greeks measure how Century Casinos Inc (CNTY) 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. CNTY implied volatility is near the top of its one-year range, which spreads delta and gamma over a wider range of strikes than usual.
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CNTY 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 CNTY Greeks charts?
Gamma, theta, and vega are largest for strikes near the Century Casinos 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 CNTY's Greeks?
Century Casinos IV rank is 85, so implied volatility is near the top 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 58.4% to 788.1%. See the CNTY implied volatility history for a longer view.
How much gamma and delta do CNTY options carry in total?
Across all open Century Casinos options on Nov 4, 2026, net gamma exposure was $64 and net delta exposure was $3.82K per 1% move in the stock. The CNTY gamma exposure chart shows where that gamma sits by strike.
What is Century Casinos Inc?
Century Casinos Inc is a casino entertainment company that develops and operates gaming establishments as well as related lodging, restaurants, horse racing (including off-track betting), and entertainment facilities in North America.