Option Greeks measure how CGI Inc (GIB) 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. GIB 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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GIB 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 GIB Greeks charts?
Gamma, theta, and vega are largest for strikes near the CGI 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 GIB's Greeks?
CGI IV rank is 12, 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 16.8% to 174.4%. See the GIB implied volatility history for a longer view.
How much gamma and delta do GIB options carry in total?
Across all open CGI options on Nov 4, 2026, net gamma exposure was $198.88K and net delta exposure was $4.27M per 1% move in the stock. The GIB gamma exposure chart shows where that gamma sits by strike.
What is CGI Inc?
CGI is a Canada-based IT-services provider with an embedded position in North America and Europe.