Option Greeks measure how Hilton Grand Vacations Inc (HGV) 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. HGV 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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HGV 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 HGV Greeks charts?
Gamma, theta, and vega are largest for strikes near the Hilton Grand Vacations 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 HGV's Greeks?
Hilton Grand Vacations IV rank is 6, 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 34.7% to 189.6%. See the HGV implied volatility history for a longer view.
How much gamma and delta do HGV options carry in total?
Across all open Hilton Grand Vacations options on Nov 4, 2026, net gamma exposure was $501.98K and net delta exposure was $10.77M per 1% move in the stock. The HGV gamma exposure chart shows where that gamma sits by strike.
What is Hilton Grand Vacations Inc?
Hilton Grand Vacations Inc is a timeshare company engaged in developing, marketing, selling, managing, and operating timeshare resorts and timeshare plans under the Hilton Grand Vacations brand.