Option Greeks measure how MDU Resources Group Inc (MDU) 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. MDU 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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MDU 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 MDU Greeks charts?
Gamma, theta, and vega are largest for strikes near the MDU Resources 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 MDU's Greeks?
MDU Resources IV rank is 15, 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 10.9% to 181.1%. See the MDU implied volatility history for a longer view.
How much gamma and delta do MDU options carry in total?
Across all open MDU Resources options on Nov 4, 2026, net gamma exposure was $11.46K and net delta exposure was $151.17K per 1% move in the stock. The MDU gamma exposure chart shows where that gamma sits by strike.
What is MDU Resources Group Inc?
MDU Resources Group Inc is a pure-play regulated energy delivery business.