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 International Seaways 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.

International Seaways IV rank is 30, 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 20.3% to 192.2%. See the INSW implied volatility history for a longer view.

Across all open International Seaways options on Nov 4, 2026, net gamma exposure was $26.59K and net delta exposure was $2.14M per 1% move in the stock. The INSW gamma exposure chart shows where that gamma sits by strike.

International Seaways Inc owns and operates a fleet of oceangoing vessels engaged in the transportation of crude oil and petroleum products.