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 Natural Gas Services 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.

Natural Gas Services IV rank is 19, 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 24.7% to 191.3%. See the NGS implied volatility history for a longer view.

Across all open Natural Gas Services options on Nov 4, 2026, net gamma exposure was $3.63K and net delta exposure was $177.03K per 1% move in the stock. The NGS gamma exposure chart shows where that gamma sits by strike.

Natural Gas Services Group Inc provides natural gas compression equipment and services to the energy industry.