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 Lineage 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.

Lineage IV rank is 10, 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 31.5% to 181.0%. See the LINE implied volatility history for a longer view.

Across all open Lineage options on Nov 4, 2026, net gamma exposure was $114.06K and net delta exposure was -$3.63M per 1% move in the stock. The LINE gamma exposure chart shows where that gamma sits by strike.

Structured as a real estate investment trust, or REIT, that just went public in 2024, Lineage, Inc. is an owner and operator of temperature-controlled warehouses.