Option Greeks measure how Dole plc (DOLE) 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. DOLE 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.
DOLE 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 DOLE Greeks charts?
Gamma, theta, and vega are largest for strikes near the Dole 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 DOLE's Greeks?
Dole IV rank is 32, 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 12.9% to 187.0%. See the DOLE implied volatility history for a longer view.
How much gamma and delta do DOLE options carry in total?
Across all open Dole options on Nov 4, 2026, net gamma exposure was $1.95K and net delta exposure was $29.07K per 1% move in the stock. The DOLE gamma exposure chart shows where that gamma sits by strike.
What is Dole plc?
Dole PLC operates in the North American and European markets for fresh fruits and vegetables.