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 Seagate Technology 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.

Seagate Technology IV rank is 28, so implied volatility is in the lower part 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 57.5% to 115.9%. See the STX implied volatility history for a longer view.

Across all open Seagate Technology options on Nov 4, 2026, net gamma exposure was -$37.93M and net delta exposure was -$1.61B per 1% move in the stock. The STX gamma exposure chart shows where that gamma sits by strike.

Seagate Technology is a leading supplier of hard disk drives for data storage to the enterprise and consumer markets.