Option Greeks measure how ProPetro Holding Corp (PUMP) 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. PUMP 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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PUMP 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 PUMP Greeks charts?
Gamma, theta, and vega are largest for strikes near the ProPetro 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 PUMP's Greeks?
ProPetro IV rank is 19, 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 41.5% to 212.7%. See the PUMP implied volatility history for a longer view.
How much gamma and delta do PUMP options carry in total?
Across all open ProPetro options on Nov 4, 2026, net gamma exposure was $40.48K and net delta exposure was $691.99K per 1% move in the stock. The PUMP gamma exposure chart shows where that gamma sits by strike.
What is ProPetro Holding Corp?
ProPetro Holding Corp is an integrated energy service company located in Midland, Texas, focused on providing hydraulic fracturing, wireline, and other complementary energy and power generation services to upstream oil and gas companies engaged in the E&P of North American oil and natural gas...