Option Greeks measure how Douglas Emmett Inc (DEI) 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. DEI implied volatility is in the lower part of its one-year range, which keeps delta and gamma in a narrower range of strikes than usual.
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DEI 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 DEI Greeks charts?
Gamma, theta, and vega are largest for strikes near the Douglas Emmett 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 DEI's Greeks?
Douglas Emmett IV rank is 21, 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 18.3% to 189.1%. See the DEI implied volatility history for a longer view.
How much gamma and delta do DEI options carry in total?
Across all open Douglas Emmett options on Nov 4, 2026, net gamma exposure was $197.98K and net delta exposure was $123.26K per 1% move in the stock. The DEI gamma exposure chart shows where that gamma sits by strike.
What is Douglas Emmett Inc?
Douglas Emmett Inc is an integrated, self-administered, and self-managed REIT.