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 Interparfums 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.

Interparfums IV rank is 8, 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 24.6% to 170.4%. See the IPAR implied volatility history for a longer view.

Across all open Interparfums options on Nov 4, 2026, net gamma exposure was $77.47K and net delta exposure was $1.26M per 1% move in the stock. The IPAR gamma exposure chart shows where that gamma sits by strike.

Interparfums Inc operates in the fragrance business and produces and distributes a wide array of prestige fragrance and fragrance-related products.