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 One Liberty Properties 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.

One Liberty Properties IV rank is 27, 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 7.5% to 175.3%. See the OLP implied volatility history for a longer view.

Across all open One Liberty Properties options on Nov 4, 2026, net gamma exposure was -$1.01K and net delta exposure was -$67.21K per 1% move in the stock. The OLP gamma exposure chart shows where that gamma sits by strike.

One Liberty Properties Inc is a self-administered and self-managed real estate investment trust.