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 Stewart Information Services 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.

Stewart Information Services IV rank is 10, 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 29.7% to 179.0%. See the STC implied volatility history for a longer view.

Across all open Stewart Information Services options on Nov 4, 2026, net gamma exposure was $5.79K and net delta exposure was -$51.95K per 1% move in the stock. The STC gamma exposure chart shows where that gamma sits by strike.

Stewart Information Services Corp is a customer-focused, title insurance and real estate services company offering products and services to home buyers and sellers, mortgage lenders and servicers, attorneys, and home builders.