Option Greeks measure how Four Corners Property Trust Inc (FCPT) 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. FCPT 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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FCPT 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 FCPT Greeks charts?
Gamma, theta, and vega are largest for strikes near the FCPT 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 FCPT's Greeks?
FCPT IV rank is 13, 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 12.4% to 188.9%. See the FCPT implied volatility history for a longer view.
How much gamma and delta do FCPT options carry in total?
Across all open FCPT options on Nov 4, 2026, net gamma exposure was $12.89K and net delta exposure was $436.8K per 1% move in the stock. The FCPT gamma exposure chart shows where that gamma sits by strike.
What is Four Corners Property Trust Inc?
Four Corners Property Trust Inc is a real estate investment trust predominantly engaged in the ownership, acquisition and leasing of restaurant and retail properties.