Option Greeks measure how UiPath Inc (PATH) 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. PATH implied volatility is in the lower part of its one-year range, which keeps delta and gamma in a narrower range of strikes than usual.
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PATH 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 PATH Greeks charts?
Gamma, theta, and vega are largest for strikes near the UiPath 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 PATH's Greeks?
UiPath IV rank is 24, 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 48.2% to 142.5%. See the PATH implied volatility history for a longer view.
How much gamma and delta do PATH options carry in total?
Across all open UiPath options on Nov 4, 2026, net gamma exposure was $2.47M and net delta exposure was $106.28M per 1% move in the stock. The PATH gamma exposure chart shows where that gamma sits by strike.
What is UiPath Inc?
UiPath Inc offers an end-to-end cross-application enterprise automation platform principally with computer vision technology and user interface automations in its initial RPA offering, which remains the foundation of the platform.