Option Greeks measure how Nutrien Ltd (NTR) 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. NTR 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.
Upgrade to view higher order greeks (Vanna, Charm, and Vomma) and multiple expiration dates.
NTR 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 NTR Greeks charts?
Gamma, theta, and vega are largest for strikes near the Nutrien 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 NTR's Greeks?
Nutrien IV rank is 71, 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 23.9% to 43.3%. See the NTR implied volatility history for a longer view.
How much gamma and delta do NTR options carry in total?
Across all open Nutrien options on Nov 4, 2026, net gamma exposure was $3.82M and net delta exposure was $68.01M per 1% move in the stock. The NTR gamma exposure chart shows where that gamma sits by strike.
What is Nutrien Ltd?
Created in 2018 as a result of the merger between PotashCorp and Agrium, Nutrien is the world's largest fertilizer producer by capacity.