Option Greeks measure how Ross Stores Inc (ROST) 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. ROST implied volatility is near the top of its one-year range, which spreads delta and gamma over a wider range of strikes than usual.
Upgrade to view higher order greeks (Vanna, Charm, and Vomma) and multiple expiration dates.
ROST 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 ROST Greeks charts?
Gamma, theta, and vega are largest for strikes near the Ross Stores 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 ROST's Greeks?
Ross Stores IV rank is 86, so implied volatility is near the top 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 15.4% to 42.1%. See the ROST implied volatility history for a longer view.
How much gamma and delta do ROST options carry in total?
Across all open Ross Stores options on Nov 4, 2026, net gamma exposure was -$2.07M and net delta exposure was $96.57M per 1% move in the stock. The ROST gamma exposure chart shows where that gamma sits by strike.
What is Ross Stores Inc?
Ross Stores, founded in 1982, is a US-focused off-price apparel and home fashion retailer operating more than 2,100 stores across 43 states, primarily under the Ross Dress for Less banner, with a smaller footprint through dd's Discounts.