Option Greeks measure how Flutter Entertainment plc (FLUT) 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. FLUT 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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FLUT 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 FLUT Greeks charts?
Gamma, theta, and vega are largest for strikes near the Flutter Entertainment 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 FLUT's Greeks?
Flutter Entertainment IV rank is 15, 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 32.5% to 198.3%. See the FLUT implied volatility history for a longer view.
How much gamma and delta do FLUT options carry in total?
Across all open Flutter Entertainment options on Nov 4, 2026, net gamma exposure was -$4.15M and net delta exposure was -$164.8M per 1% move in the stock. The FLUT gamma exposure chart shows where that gamma sits by strike.
What is Flutter Entertainment plc?
In 2016, Irish company Paddy Power merged with UK firm Betfair to form online gaming operator Flutter Entertainment.