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 Metalla Royalty & Streaming 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.

Metalla Royalty & Streaming IV rank is 18, 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 26.7% to 196.4%. See the MTA implied volatility history for a longer view.

Across all open Metalla Royalty & Streaming options on Nov 4, 2026, net gamma exposure was $114.54K and net delta exposure was $2.97M per 1% move in the stock. The MTA gamma exposure chart shows where that gamma sits by strike.

Metalla Royalty & Streaming Ltd is a precious metals royalty and streaming company that engages in the acquisition and management of precious metal and copper royalties and streams.