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 Hilton Worldwide 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.

Hilton Worldwide IV rank is 40, 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 18.6% to 36.0%. See the HLT implied volatility history for a longer view.

Across all open Hilton Worldwide options on Nov 4, 2026, net gamma exposure was $8.22M and net delta exposure was $516.29M per 1% move in the stock. The HLT gamma exposure chart shows where that gamma sits by strike.

Hilton Worldwide Holdings operates 1.41 million rooms across its 28 brands, serving the premium economy through luxury segments.