Option Greeks measure how Grupo Aeroportuario del Centro Norte S.A.B. de C.V (OMAB) 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.
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OMAB 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 OMAB Greeks charts?
Gamma, theta, and vega are largest for strikes near the Grupo Aeroportuario del Centro Norte S.A.B. de C.V 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 OMAB's Greeks?
Grupo Aeroportuario del Centro Norte S.A.B. de C.V 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 24.6% to 173.0%. See the OMAB implied volatility history for a longer view.
How much gamma and delta do OMAB options carry in total?
Across all open Grupo Aeroportuario del Centro Norte S.A.B. de C.V options on Nov 9, 2026, net gamma exposure was $45.88K and net delta exposure was $4.06M per 1% move in the stock. The OMAB gamma exposure chart shows where that gamma sits by strike.
What is Grupo Aeroportuario del Centro Norte S.A.B. de C.V?
Grupo Aeroportuario del Centro Norte SAB de CV operates, maintains and develops airports in the Mexico.