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 Lamb Weston 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.

Lamb Weston IV rank is 24, 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 23.8% to 67.6%. See the LW implied volatility history for a longer view.

Across all open Lamb Weston options on Nov 4, 2026, net gamma exposure was $1.09M and net delta exposure was $51.43M per 1% move in the stock. The LW gamma exposure chart shows where that gamma sits by strike.

Lamb Weston is North America's largest and the world's second-largest producer of branded and private-label frozen potato products, both by volume and value.