Option Greeks measure how KB Home (KBH) 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. KBH 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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KBH 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 KBH Greeks charts?
Gamma, theta, and vega are largest for strikes near the KB Home 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 KBH's Greeks?
KB Home IV rank is 9, 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 29.2% to 178.7%. See the KBH implied volatility history for a longer view.
How much gamma and delta do KBH options carry in total?
Across all open KB Home options on Nov 4, 2026, net gamma exposure was $529.33K and net delta exposure was $21.71M per 1% move in the stock. The KBH gamma exposure chart shows where that gamma sits by strike.
What is KB Home?
KB Home is an American construction company that focuses on residential construction in the United States.