Option Greeks measure how GE Aerospace (GE) 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. GE implied volatility is near the middle of its one-year range, so delta and gamma cover about their usual range of strikes.
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GE 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 GE Greeks charts?
Gamma, theta, and vega are largest for strikes near the GE Aerospace 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 GE's Greeks?
GE Aerospace IV rank is 48, so implied volatility is near the middle 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 25.6% to 47.2%. See the GE implied volatility history for a longer view.
How much gamma and delta do GE options carry in total?
Across all open GE Aerospace options on Nov 4, 2026, net gamma exposure was $212.09M and net delta exposure was $2.6B per 1% move in the stock. The GE gamma exposure chart shows where that gamma sits by strike.
What is GE Aerospace?
GE Aerospace is the global leader in designing, manufacturing, and servicing commercial aircraft turbine engines, along with partner Safran in their CFM joint venture.