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 Children's Place 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.

Children's Place IV rank is 65, so implied volatility is in the upper 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 83.8% to 1,000.0%. See the PLCE implied volatility history for a longer view.

Across all open Children's Place options on Nov 4, 2026, net gamma exposure was -$78 and net delta exposure was -$32.57K per 1% move in the stock. The PLCE gamma exposure chart shows where that gamma sits by strike.

Children's Place Inc operate an omni-channel children's specialty portfolio of brands in North America.