Option Greeks measure how Rexford Industrial Realty Inc (REXR) 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. REXR implied volatility is near the bottom of its one-year range, which keeps delta and gamma in a narrower range of strikes than usual.
Upgrade to view higher order greeks (Vanna, Charm, and Vomma) and multiple expiration dates.
REXR 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 REXR Greeks charts?
Gamma, theta, and vega are largest for strikes near the Rexford Industrial Realty 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 REXR's Greeks?
Rexford Industrial Realty IV rank is 8, 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 16.9% to 173.3%. See the REXR implied volatility history for a longer view.
How much gamma and delta do REXR options carry in total?
Across all open Rexford Industrial Realty options on Nov 4, 2026, net gamma exposure was $54.99K and net delta exposure was $1.32M per 1% move in the stock. The REXR gamma exposure chart shows where that gamma sits by strike.
What is Rexford Industrial Realty Inc?
Rexford Industrial Realty Inc is a real estate investment trust focused on owning, operating and acquiring industrial properties in Southern California infill markets.