Option Greeks measure how Werner Enterprises Inc (WERN) 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. WERN 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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WERN 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 WERN Greeks charts?
Gamma, theta, and vega are largest for strikes near the Werner Enterprises 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 WERN's Greeks?
Werner Enterprises 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 34.9% to 184.8%. See the WERN implied volatility history for a longer view.
How much gamma and delta do WERN options carry in total?
Across all open Werner Enterprises options on Nov 4, 2026, net gamma exposure was -$101.48K and net delta exposure was -$1.57M per 1% move in the stock. The WERN gamma exposure chart shows where that gamma sits by strike.
What is Werner Enterprises Inc?
Werner Enterprises Inc is a transportation and logistics company engaged in transporting truckload shipments of general commodities in both interstate and intrastate commerce.