DiamondRock Hospitality Company (DRH) Options Greeks
Options Greeks measure sensitivity to various factors: Delta (price), Gamma (delta change), Theta (time decay), and Vega (volatility). They are essential for risk management and position sizing.
DiamondRock Hospitality Company (DRH) operates in the Real Estate sector, specifically the REIT - Hotel & Motel industry, with a market capitalization near $2.14B, listed on NASDAQ, employing roughly 31 people, carrying a beta of 1.01 to the broader market. DiamondRock Hospitality Company is a self-advised real estate investment trust (REIT) that is an owner of a leading portfolio of geographically diversified hotels concentrated in top gateway markets and destination resort locations. Led by Jeffrey John Donnelly, public since 2005-05-26.
Snapshot as of May 15, 2026.
- Spot Price
- $10.27
- Net Gamma
- -$6.4K
- Net Delta
- -$36.7K
- Net Vega
- -$376
- ATM IV
- 389.3%
- Gamma Concentration
- 0.77
As of May 15, 2026, DiamondRock Hospitality Company (DRH) aggregate Greeks are net delta -$36.7K, net gamma -$6.4K, net vega -$376, ATM IV 389.3%. Gamma concentration is 0.77: dealer gamma is tightly clustered at a few strikes, which tends to pin price. Delta measures directional exposure, gamma measures the rate of delta change, and vega measures sensitivity to implied volatility. Net aggregate Greeks summarize the total dealer book across all strikes and expirations.
How DRH options greeks Data Feeds Strategy Selection
Strategy selection on DiamondRock Hospitality Company options does not derive from any single metric in isolation. The options greeks view above sits inside a broader read: ATM IV currently sits at 389.3% and dealer gamma exposure is negative, so dealer hedging amplifies directional moves. Combine the options greeks data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.
Learn how options Greeks is reported and how to read the data →
Frequently asked DRH options greeks questions
- What are the DRH aggregate Greek exposures?
- As of May 15, 2026, DiamondRock Hospitality Company (DRH) snapshot Greeks are net delta -$36.7K, net gamma -$6.4K, net vega -$376. These aggregate the dealer book across all listed strikes and expirations under the standard customer-versus-dealer sign convention.
- What does the DRH net dealer delta tell us?
- Net dealer delta of -$36.7K represents the directional exposure dealers carry from their option inventory. Dealers continuously hedge this exposure with stock, futures, or correlated instruments, so the size of net delta is also the size of hedge flow that will execute as spot moves.
- How do DRH Greeks inform hedging?
- Delta tracks first-order directional exposure; gamma tracks how quickly delta changes; vega tracks IV sensitivity. Aggregated dealer Greeks let traders read the dealer-positioning regime: long-gamma regimes mean-revert moves; short-gamma regimes amplify them. Vega exposure indicates how dealer P&L responds to vol shocks and hence the direction of vol-shock hedging flows.