Option Greeks measure how Zymeworks Inc (ZYME) 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.
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ZYME 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 ZYME Greeks charts?
Gamma, theta, and vega are largest for strikes near the Zymeworks 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 ZYME's Greeks?
Zymeworks IV rank is 25, so implied volatility is in the lower part 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 40.4% to 223.9%. See the ZYME implied volatility history for a longer view.
How much gamma and delta do ZYME options carry in total?
Across all open Zymeworks options on Nov 12, 2026, net gamma exposure was $13.58K and net delta exposure was $255.81K per 1% move in the stock. The ZYME gamma exposure chart shows where that gamma sits by strike.
What is Zymeworks Inc?
Zymeworks Inc is a clinical-stage biopharmaceutical company dedicated to the discovery, development and commercialization of next-generation multifunctional biotherapeutics.