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 PDM 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.

PDM IV rank is 20, 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 16.3% to 207.2%. See the PDM implied volatility history for a longer view.

Across all open PDM options on Nov 4, 2026, net gamma exposure was $28.85K and net delta exposure was $454.65K per 1% move in the stock. The PDM gamma exposure chart shows where that gamma sits by strike.

Piedmont Realty Trust Inc is a fully integrated, self-managed real estate investment company focused on delivering an exceptional office environment.