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 Keysight Technologies 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.

Keysight Technologies 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 23.4% to 158.2%. See the KEYS implied volatility history for a longer view.

Across all open Keysight Technologies options on Nov 4, 2026, net gamma exposure was -$493.58K and net delta exposure was -$74.07M per 1% move in the stock. The KEYS gamma exposure chart shows where that gamma sits by strike.

Keysight Technologies is a leader in the field of testing and measurement, helping electronics OEMs and suppliers alike bring products to market to fit industry standards and specifications.