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).

Gamma, theta, and vega are largest for strikes near the S&T Bancorp 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.

S&T Bancorp 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 24.0% to 186.0%. See the STBA implied volatility history for a longer view.

Across all open S&T Bancorp options on Nov 4, 2026, net gamma exposure was $371 and net delta exposure was $8.93K per 1% move in the stock. The STBA gamma exposure chart shows where that gamma sits by strike.

S&T Bancorp Inc is a financial holding company providing a full range of financial services to individuals and businesses in Pennsylvania and Ohio, including retail and commercial banking products, cash management, and trust and brokerage services.