Option Greeks measure how Ollie's Bargain Outlet Holdings Inc (OLLI) 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. OLLI implied volatility is near the bottom of its one-year range, which keeps delta and gamma in a narrower range of strikes than usual.
Upgrade to view higher order greeks (Vanna, Charm, and Vomma) and multiple expiration dates.
OLLI 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 OLLI Greeks charts?
Gamma, theta, and vega are largest for strikes near the Ollie's Bargain Outlet 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 OLLI's Greeks?
Ollie's Bargain Outlet IV rank is 15, 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 28.1% to 185.1%. See the OLLI implied volatility history for a longer view.
How much gamma and delta do OLLI options carry in total?
Across all open Ollie's Bargain Outlet options on Nov 4, 2026, net gamma exposure was $6.64M and net delta exposure was $171.21M per 1% move in the stock. The OLLI gamma exposure chart shows where that gamma sits by strike.
What is Ollie's Bargain Outlet Holdings Inc?
Ollie's Bargain Outlet Holdings Inc is a retailer of closeout merchandise and excess inventory.