Option Greeks measure how Denison Mines Corp (DNN) 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. DNN 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.
Upgrade to view higher order greeks (Vanna, Charm, and Vomma) and multiple expiration dates.
DNN 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 DNN Greeks charts?
Gamma, theta, and vega are largest for strikes near the Denison Mines 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 DNN's Greeks?
Denison Mines IV rank is 25, 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 53.6% to 103.7%. See the DNN implied volatility history for a longer view.
How much gamma and delta do DNN options carry in total?
Across all open Denison Mines options on Nov 4, 2026, net gamma exposure was $216.88K and net delta exposure was $11.2M per 1% move in the stock. The DNN gamma exposure chart shows where that gamma sits by strike.
What is Denison Mines Corp?
Denison Mines Corp is engaged in uranium mining-related activities, including the acquisition, exploration, development, and mining of uranium-bearing properties, as well as the processing, sale, and investment in uranium.