PRME Greeks

Option Greeks measure how Prime Medicine Inc (PRME) 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. PRME 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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PRME 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 PRME Greeks charts?

Gamma, theta, and vega are largest for strikes near the Prime Medicine 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 PRME's Greeks?

Prime Medicine IV rank is 31, 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 44.6% to 278.7%. See the PRME implied volatility history for a longer view.

How much gamma and delta do PRME options carry in total?

Across all open Prime Medicine options on Nov 4, 2026, net gamma exposure was $93.2K and net delta exposure was $10.27M per 1% move in the stock. The PRME gamma exposure chart shows where that gamma sits by strike.

What is Prime Medicine Inc?

Prime Medicine Inc is a biotechnology company focused on developing a new class of genetic medicines designed to provide durable, and potentially curative, treatment options for patients with diseases driven by defined genetic alterations, acquired cellular dysfunction, or dysregulated gene...

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