Option Greeks measure how SL Green Realty Corp (SLG) 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. SLG 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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SLG 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 SLG Greeks charts?
Gamma, theta, and vega are largest for strikes near the SL Green 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 SLG's Greeks?
SL Green Realty IV rank is 5, 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 32.5% to 182.6%. See the SLG implied volatility history for a longer view.
How much gamma and delta do SLG options carry in total?
Across all open SL Green Realty options on Nov 4, 2026, net gamma exposure was $493.62K and net delta exposure was $21.46M per 1% move in the stock. The SLG gamma exposure chart shows where that gamma sits by strike.
What is SL Green Realty Corp?
SL Green Realty is one of the largest Manhattan property owners and landlords, with interest in around 30.6 million square feet of wholly owned and joint-venture office space.