Option Greeks measure how Ichor Holdings (ICHR) 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. ICHR 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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ICHR 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 ICHR Greeks charts?
Gamma, theta, and vega are largest for strikes near the Ichor 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 ICHR's Greeks?
Ichor IV rank is 11, 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 58.5% to 250.1%. See the ICHR implied volatility history for a longer view.
How much gamma and delta do ICHR options carry in total?
Across all open Ichor options on Nov 4, 2026, net gamma exposure was -$477.34K and net delta exposure was -$21.78M per 1% move in the stock. The ICHR gamma exposure chart shows where that gamma sits by strike.
What is Ichor Holdings?
Ichor Holdings Ltd designs, engineers, and manufactures critical fluid delivery subsystems and components mainly for semiconductor capital equipment, along with solutions for defense/aerospace and medical industries.