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 US 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.

US Foods IV rank is 15, 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 17.0% to 171.0%. See the USFD implied volatility history for a longer view.

Across all open US Foods options on Nov 4, 2026, net gamma exposure was -$484.11K and net delta exposure was $12.23M per 1% move in the stock. The USFD gamma exposure chart shows where that gamma sits by strike.

US Foods is a leading domestic foodservice distributor, generating $39 billion in sales in fiscal 2025 and capturing a 10% share of the fragmented industry.