Option Greeks measure how Danaher Corporation (DHR) 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. DHR implied volatility is near the middle of its one-year range, so delta and gamma cover about their usual range of strikes.
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DHR 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 DHR Greeks charts?
Gamma, theta, and vega are largest for strikes near the Danaher 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 DHR's Greeks?
Danaher IV rank is 45, so implied volatility is near the middle 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 22.2% to 44.5%. See the DHR implied volatility history for a longer view.
How much gamma and delta do DHR options carry in total?
Across all open Danaher options on Nov 4, 2026, net gamma exposure was $22.94M and net delta exposure was $492.32M per 1% move in the stock. The DHR gamma exposure chart shows where that gamma sits by strike.
What is Danaher Corporation?
In 1984, Danaher's founders transformed a real estate organization into an industrial-focused manufacturing company.