Option Greeks measure how Oceaneering International Inc (OII) 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. OII 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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OII 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 OII Greeks charts?
Gamma, theta, and vega are largest for strikes near the Oceaneering International 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 OII's Greeks?
Oceaneering International IV rank is 10, 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 35.0% to 181.8%. See the OII implied volatility history for a longer view.
How much gamma and delta do OII options carry in total?
Across all open Oceaneering International options on Nov 4, 2026, net gamma exposure was $29.07K and net delta exposure was -$828.35K per 1% move in the stock. The OII gamma exposure chart shows where that gamma sits by strike.
What is Oceaneering International Inc?
Oceaneering International Inc is a provider of engineered services and products and robotic solutions to the offshore energy, defense, aerospace, manufacturing, and entertainment industries.