Option Greeks measure how Old Dominion Freight Line (ODFL) 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. ODFL 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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ODFL 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 ODFL Greeks charts?
Gamma, theta, and vega are largest for strikes near the Old Dominion Freight Line 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 ODFL's Greeks?
Old Dominion Freight Line IV rank is 4, 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 28.2% to 180.6%. See the ODFL implied volatility history for a longer view.
How much gamma and delta do ODFL options carry in total?
Across all open Old Dominion Freight Line options on Nov 4, 2026, net gamma exposure was -$385.47K and net delta exposure was -$15.17M per 1% move in the stock. The ODFL gamma exposure chart shows where that gamma sits by strike.
What is Old Dominion Freight Line?
Old Dominion Freight Line is the second-largest less-than-truckload carrier in the United States (following FedEx Freight), with roughly 260 service centers and 11,000-plus tractors.