Option Greeks measure how SiteOne Landscape Supply Inc (SITE) 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. SITE 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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SITE 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 SITE Greeks charts?
Gamma, theta, and vega are largest for strikes near the SiteOne Landscape Supply 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 SITE's Greeks?
SiteOne Landscape Supply 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 28.9% to 175.6%. See the SITE implied volatility history for a longer view.
How much gamma and delta do SITE options carry in total?
Across all open SiteOne Landscape Supply options on Nov 4, 2026, net gamma exposure was $7.07K and net delta exposure was $2.69M per 1% move in the stock. The SITE gamma exposure chart shows where that gamma sits by strike.
What is SiteOne Landscape Supply Inc?
SiteOne Landscape Supply Inc is a national full product line wholesale distributor of landscape supplies in the United States and has an established presence in Canada.