Option Greeks measure how Home BancShares Inc (HOMB) 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. HOMB 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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HOMB 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 HOMB Greeks charts?
Gamma, theta, and vega are largest for strikes near the Home BancShares 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 HOMB's Greeks?
Home BancShares IV rank is 12, 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 15.2% to 167.1%. See the HOMB implied volatility history for a longer view.
How much gamma and delta do HOMB options carry in total?
Across all open Home BancShares options on Nov 4, 2026, net gamma exposure was $32.17K and net delta exposure was $405.21K per 1% move in the stock. The HOMB gamma exposure chart shows where that gamma sits by strike.
What is Home BancShares Inc?
Home BancShares Inc is a bank holding company that operates through its wholly owned community bank subsidiary, Centennial Bank.