Option Greeks measure how Cognizant Technology Solutions (CTSH) 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. CTSH implied volatility is near the bottom of its one-year range, which keeps delta and gamma in a narrower range of strikes than usual.
Upgrade to view higher order greeks (Vanna, Charm, and Vomma) and multiple expiration dates.
CTSH 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 CTSH Greeks charts?
Gamma, theta, and vega are largest for strikes near the Cognizant Technology Solutions 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 CTSH's Greeks?
Cognizant Technology Solutions IV rank is 13, 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 22.1% to 173.2%. See the CTSH implied volatility history for a longer view.
How much gamma and delta do CTSH options carry in total?
Across all open Cognizant Technology Solutions options on Nov 4, 2026, net gamma exposure was $2.47M and net delta exposure was $84.59M per 1% move in the stock. The CTSH gamma exposure chart shows where that gamma sits by strike.
What is Cognizant Technology Solutions?
Cognizant Technology Solutions is a multinational IT services provider that offers a range of consulting and business process outsourcing services.