Option Greeks measure how United Natural Foods Inc (UNFI) 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. UNFI 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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UNFI 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 UNFI Greeks charts?
Gamma, theta, and vega are largest for strikes near the United Natural Foods 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 UNFI's Greeks?
United Natural Foods IV rank is 12, 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 28.7% to 172.6%. See the UNFI implied volatility history for a longer view.
How much gamma and delta do UNFI options carry in total?
Across all open United Natural Foods options on Nov 4, 2026, net gamma exposure was $45.48K and net delta exposure was $5.72M per 1% move in the stock. The UNFI gamma exposure chart shows where that gamma sits by strike.
What is United Natural Foods Inc?
United Natural Foods Inc is a wholesale distributor of natural, organic, and specialty foods and nonfood products across the United States and Canada.