Option Greeks measure how Nasdaq Inc (NDAQ) 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. NDAQ 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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NDAQ 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 NDAQ Greeks charts?
Gamma, theta, and vega are largest for strikes near the Nasdaq 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 NDAQ's Greeks?
Nasdaq IV rank is 10, 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 15.0% to 125.8%. See the NDAQ implied volatility history for a longer view.
How much gamma and delta do NDAQ options carry in total?
Across all open Nasdaq options on Nov 4, 2026, net gamma exposure was $3.25M and net delta exposure was $99.07M per 1% move in the stock. The NDAQ gamma exposure chart shows where that gamma sits by strike.
What is Nasdaq Inc?
Founded in 1971, Nasdaq is primarily known for its equity exchange, but in addition to its trading business (about 22.5% of sales), the company sells market and financial data to investors, offers Nasdaq-branded indexes, and lists companies through its capital access segment (42.5%).