International Money Express, Inc. (IMXI) 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.
International Money Express, Inc. (IMXI) operates in the Technology sector, specifically the Software - Infrastructure industry, with a market capitalization near $455.9M, listed on NASDAQ, employing roughly 1,101 people, carrying a beta of 0.78 to the broader market. International Money Express, Inc. Led by Robert Lisy, public since 2017-03-27.
Snapshot as of May 15, 2026.
- Spot Price
- $15.32
- Net Gamma
- $301.7K
- Net Delta
- -$3.1M
- Net Vega
- -$33.7K
- ATM IV
- 11.4%
- Gamma Concentration
- 0.49
As of May 15, 2026, International Money Express, Inc. (IMXI) aggregate Greeks are net delta -$3.1M, net gamma $301.7K, net vega -$33.7K, ATM IV 11.4%. Gamma concentration is 0.49: gamma is more dispersed, reducing any single-strike pinning force. 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 IMXI options greeks Data Feeds Strategy Selection
Strategy selection on International Money Express, Inc. 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 11.4% and dealer gamma exposure is positive, so dealer hedging is mechanically mean-reverting. 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 IMXI options greeks questions
- What are the IMXI aggregate Greek exposures?
- As of May 15, 2026, International Money Express, Inc. (IMXI) snapshot Greeks are net delta -$3.1M, net gamma $301.7K, net vega -$33.7K. These aggregate the dealer book across all listed strikes and expirations under the standard customer-versus-dealer sign convention.
- What does the IMXI net dealer delta tell us?
- Net dealer delta of -$3.1M 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 IMXI 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.