Option Greeks measure how Hercules Capital Inc (HTGC) 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.
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HTGC 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 HTGC Greeks charts?
Gamma, theta, and vega are largest for strikes near the Hercules Capital 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 HTGC's Greeks?
Hercules Capital 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 9.9% to 148.0%. See the HTGC implied volatility history for a longer view.
How much gamma and delta do HTGC options carry in total?
Across all open Hercules Capital options on Nov 9, 2026, net gamma exposure was -$59.76K and net delta exposure was -$2.64M per 1% move in the stock. The HTGC gamma exposure chart shows where that gamma sits by strike.
What is Hercules Capital Inc?
Hercules Capital Inc is a specialty finance company focused on providing senior secured loans to high-growth, venture capital-backed, and institutional-backed companies in a variety of technology and life sciences industries.