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 Honeywell International 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.

Honeywell International IV rank is 41, so implied volatility is near the middle 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 18.0% to 40.4%. See the HON implied volatility history for a longer view.

Across all open Honeywell International options on Nov 4, 2026, net gamma exposure was $12.01M and net delta exposure was $161.27M per 1% move in the stock. The HON gamma exposure chart shows where that gamma sits by strike.

Honeywell traces its roots to 1885 with Albert Butz's firm, Butz Thermo-Electric Regulator, which produced a predecessor to the modern thermostat.