Option Greeks measure how PBF Energy Inc (PBF) 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. PBF 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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PBF 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 PBF Greeks charts?
Gamma, theta, and vega are largest for strikes near the PBF Energy 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 PBF's Greeks?
PBF Energy IV rank is 18, 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 50.5% to 197.3%. See the PBF implied volatility history for a longer view.
How much gamma and delta do PBF options carry in total?
Across all open PBF Energy options on Nov 4, 2026, net gamma exposure was $995.83K and net delta exposure was $55.8M per 1% move in the stock. The PBF gamma exposure chart shows where that gamma sits by strike.
What is PBF Energy Inc?
PBF Energy Inc is an independent petroleum refiner and supplier of unbranded transportation fuels, heating oil, petrochemical feedstocks, lubricants, and other petroleum products in the United States.