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 Haemonetics 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.

Haemonetics IV rank is 22, 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 23.3% to 193.2%. See the HAE implied volatility history for a longer view.

Across all open Haemonetics options on Nov 4, 2026, net gamma exposure was $410.43K and net delta exposure was $28.77M per 1% move in the stock. The HAE gamma exposure chart shows where that gamma sits by strike.

Haemonetics Corp aims to improve patient care and reduce the cost of healthcare by providing medical products and solutions in the blood and plasma component collection, surgical suite, and hospital transfusion service spaces.