Option Greeks measure how Element Solutions Inc (ESI) 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. ESI implied volatility is near the bottom of its one-year range, which keeps delta and gamma in a narrower range of strikes than usual.
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ESI 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 ESI Greeks charts?
Gamma, theta, and vega are largest for strikes near the Element Solutions 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 ESI's Greeks?
Element Solutions IV rank is 20, 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 16.0% to 194.2%. See the ESI implied volatility history for a longer view.
How much gamma and delta do ESI options carry in total?
Across all open Element Solutions options on Nov 4, 2026, net gamma exposure was $1.29M and net delta exposure was $14.47M per 1% move in the stock. The ESI gamma exposure chart shows where that gamma sits by strike.
What is Element Solutions Inc?
Element Solutions Inc is a specialty chemicals company whose businesses supply a broad range of solutions that enhance the performance of products people use every day.