Option Greeks measure how Helios Technologies Inc (HLIO) 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. HLIO implied volatility is near the bottom of its one-year range, which keeps delta and gamma in a narrower range of strikes than usual.
Upgrade to view higher order greeks (Vanna, Charm, and Vomma) and multiple expiration dates.
HLIO 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 HLIO Greeks charts?
Gamma, theta, and vega are largest for strikes near the Helios Technologies 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 HLIO's Greeks?
Helios Technologies IV rank is 17, 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 36.7% to 183.4%. See the HLIO implied volatility history for a longer view.
How much gamma and delta do HLIO options carry in total?
Across all open Helios Technologies options on Nov 4, 2026, net gamma exposure was $43.89K and net delta exposure was $1.05M per 1% move in the stock. The HLIO gamma exposure chart shows where that gamma sits by strike.
What is Helios Technologies Inc?
Helios Technologies Inc is an industrial technology company that develops, manufactures, and markets solutions for the hydraulics and electronics markets.