Option Greeks measure how Comfort Systems USA Inc (FIX) 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. FIX 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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FIX 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 FIX Greeks charts?
Gamma, theta, and vega are largest for strikes near the Comfort Systems USA 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 FIX's Greeks?
Comfort Systems USA 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 46.3% to 180.6%. See the FIX implied volatility history for a longer view.
How much gamma and delta do FIX options carry in total?
Across all open Comfort Systems USA options on Nov 4, 2026, net gamma exposure was -$5.46M and net delta exposure was -$391.02M per 1% move in the stock. The FIX gamma exposure chart shows where that gamma sits by strike.
What is Comfort Systems USA Inc?
Comfort Systems is a mechanical, electrical, and plumbing contractor with significant exposure to the AI infrastructure buildout, with data centers and semiconductor projects accounting for over half of its sales today.