Option Greeks measure how Duolingo Inc (DUOL) 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.
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DUOL 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 DUOL Greeks charts?
Gamma, theta, and vega are largest for strikes near the Duolingo 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 DUOL's Greeks?
Duolingo IV rank is 8, 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 52.1% to 111.3%. See the DUOL implied volatility history for a longer view.
How much gamma and delta do DUOL options carry in total?
Across all open Duolingo options on Nov 11, 2026, net gamma exposure was $2.43M and net delta exposure was $218.02M per 1% move in the stock. The DUOL gamma exposure chart shows where that gamma sits by strike.
What is Duolingo Inc?
Duolingo Inc is a technology company that develops a mobile learning platform to learn languages.