Option Greeks measure how Fabrinet (FN) 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. FN 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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FN 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 FN Greeks charts?
Gamma, theta, and vega are largest for strikes near the Fabrinet 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 FN's Greeks?
Fabrinet 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 50.5% to 198.4%. See the FN implied volatility history for a longer view.
How much gamma and delta do FN options carry in total?
Across all open Fabrinet options on Nov 4, 2026, net gamma exposure was $66.6K and net delta exposure was -$37.63M per 1% move in the stock. The FN gamma exposure chart shows where that gamma sits by strike.
What is Fabrinet?
Fabrinet provides advance-level optical packaging and precision optical, electro-mechanical, and electronic manufacturing services to original equipment manufacturers of complex products, such as optical communication components, modules and sub-systems, industrial lasers, automotive components,...