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).

Gamma, theta, and vega are largest for strikes near the Globant 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.

Globant IV rank is 25, so implied volatility is in the lower part 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 45.7% to 204.8%. See the GLOB implied volatility history for a longer view.

Across all open Globant options on Nov 4, 2026, net gamma exposure was $176.8K and net delta exposure was $10.67M per 1% move in the stock. The GLOB gamma exposure chart shows where that gamma sits by strike.

Globant is a next-generation IT services company that primarily assists clients with their digital transformation efforts by creating customized software for them.