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 Kulicke & Soffa Industries 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.

Kulicke & Soffa Industries IV rank is 21, 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 35.3% to 217.8%. See the KLIC implied volatility history for a longer view.

Across all open Kulicke & Soffa Industries options on Nov 4, 2026, net gamma exposure was $83.23K and net delta exposure was $1.14M per 1% move in the stock. The KLIC gamma exposure chart shows where that gamma sits by strike.

Kulicke & Soffa Industries Inc. is a United States-based company that is principally engaged in designing, manufacturing, and selling capital equipment and expendable tools that are used for assembling semiconductor devices.