Option Greeks measure how Endeavour Silver Corp (EXK) 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. EXK 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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EXK 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 EXK Greeks charts?
Gamma, theta, and vega are largest for strikes near the Endeavour Silver 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 EXK's Greeks?
Endeavour Silver IV rank is 14, 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 53.3% to 218.7%. See the EXK implied volatility history for a longer view.
How much gamma and delta do EXK options carry in total?
Across all open Endeavour Silver options on Nov 4, 2026, net gamma exposure was $585.2K and net delta exposure was $31.09M per 1% move in the stock. The EXK gamma exposure chart shows where that gamma sits by strike.
What is Endeavour Silver Corp?
Endeavour Silver Corp is a Canadian mineral company engaged in the evaluation, acquisition, exploration, development, and exploitation of precious metal properties in Mexico and Chile.