Option Greeks measure how Merit Medical Systems Inc (MMSI) 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. MMSI implied volatility is near the bottom of its one-year range, which keeps delta and gamma in a narrower range of strikes than usual.
Upgrade to view higher order greeks (Vanna, Charm, and Vomma) and multiple expiration dates.
MMSI 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 MMSI Greeks charts?
Gamma, theta, and vega are largest for strikes near the Merit Medical Systems 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 MMSI's Greeks?
Merit Medical Systems IV rank is 5, 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 23.5% to 178.5%. See the MMSI implied volatility history for a longer view.
How much gamma and delta do MMSI options carry in total?
Across all open Merit Medical Systems options on Nov 4, 2026, net gamma exposure was -$109.87K and net delta exposure was -$984.49K per 1% move in the stock. The MMSI gamma exposure chart shows where that gamma sits by strike.
What is Merit Medical Systems Inc?
Merit Medical Systems Inc is a medical equipment company that develops and manufactures products for interventional cardiology, radiology, and endoscopy procedures.