Option Greeks measure how Omega Healthcare Investors Inc (OHI) 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. OHI 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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OHI 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 OHI Greeks charts?
Gamma, theta, and vega are largest for strikes near the Omega Healthcare Investors 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 OHI's Greeks?
Omega Healthcare Investors IV rank is 8, 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 14.0% to 129.7%. See the OHI implied volatility history for a longer view.
How much gamma and delta do OHI options carry in total?
Across all open Omega Healthcare Investors options on Nov 4, 2026, net gamma exposure was $1.05M and net delta exposure was $20.48M per 1% move in the stock. The OHI gamma exposure chart shows where that gamma sits by strike.
What is Omega Healthcare Investors Inc?
Omega Healthcare Investors Inc is a real estate investment trust that invests in healthcare-related real estate properties located in the United States (U.S.), the United Kingdom (U.K.), and Canada.