Option Greeks measure how Tecnoglass Holdings Inc (TGLS) 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. TGLS 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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TGLS 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 TGLS Greeks charts?
Gamma, theta, and vega are largest for strikes near the Tecnoglass 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 TGLS's Greeks?
Tecnoglass IV rank is 18, 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 27.5% to 186.5%. See the TGLS implied volatility history for a longer view.
How much gamma and delta do TGLS options carry in total?
Across all open Tecnoglass options on Nov 4, 2026, net gamma exposure was $18.96K and net delta exposure was $663.18K per 1% move in the stock. The TGLS gamma exposure chart shows where that gamma sits by strike.
What is Tecnoglass Holdings Inc?
Tecnoglass Holdings Inc, formerly Tecnoglass Inc, is a manufacturer of hi-spec architectural glass and windows for residential and commercial construction industries, operating through its direct and indirect subsidiaries.