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 Donaldson 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.

Donaldson IV rank is 11, 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 18.5% to 167.4%. See the DCI implied volatility history for a longer view.

Across all open Donaldson options on Nov 4, 2026, net gamma exposure was $11.41K and net delta exposure was -$185.25K per 1% move in the stock. The DCI gamma exposure chart shows where that gamma sits by strike.

Donaldson is a leading manufacturer of filtration systems and replacement parts, including air filtration systems, liquid filtration systems, and dust, fume, and mist collectors.