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 Trimble 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.

Trimble 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 24.1% to 185.1%. See the TRMB implied volatility history for a longer view.

Across all open Trimble options on Nov 4, 2026, net gamma exposure was $144.52K and net delta exposure was -$556.17K per 1% move in the stock. The TRMB gamma exposure chart shows where that gamma sits by strike.

Trimble Inc is a technology solutions provider that enables office and mobile professionals to connect their workflows and asset lifecycles to drive a more productive, sustainable future.