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 NuSkin Enterprises 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.

NuSkin Enterprises IV rank is 21, so implied volatility is in the lower 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 33.0% to 213.9%. See the NUS implied volatility history for a longer view.

Across all open NuSkin Enterprises options on Nov 4, 2026, net gamma exposure was $27.61K and net delta exposure was $901.46K per 1% move in the stock. The NUS gamma exposure chart shows where that gamma sits by strike.

Nu Skin Enterprises Inc develops and distributes a comprehensive line of beauty and wellness solutions in various countries.