Option Greeks measure how Mercado Libre Inc (MELI) 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. MELI implied volatility is in the upper part of its one-year range, which spreads delta and gamma over a wider range of strikes than usual.
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MELI 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 MELI Greeks charts?
Gamma, theta, and vega are largest for strikes near the Mercado Libre 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 MELI's Greeks?
Mercado Libre IV rank is 67, so implied volatility is in the upper 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 30.7% to 55.7%. See the MELI implied volatility history for a longer view.
How much gamma and delta do MELI options carry in total?
Across all open Mercado Libre options on Nov 4, 2026, net gamma exposure was $43.04M and net delta exposure was $742.77M per 1% move in the stock. The MELI gamma exposure chart shows where that gamma sits by strike.
What is Mercado Libre Inc?
MercadoLibre is the largest e-commerce marketplace in Latin America, with more than 120 million unique active buyers and 1 million active sellers at the end of 2025.