iShares MSCI EAFE ETF (EFA)
AMEX: EFA
· Real-Time Price · USD
95.28
0.20 (0.21%)
At close: Oct 06, 2025, 10:11 AM
EFA Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for EFA across all expirations is -3,212,086.79 shares per 1% move, with 1,742,294.48 from calls and 4,954,381.27 from puts. The put-call GEX ratio of 2.84 indicates heavy put positioning, suggesting market makers may need to buy shares on declines (supportive) and sell on rallies (resistance).
EFA GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Oct 10, 25 | 41,095.74 | -124,095.88 | -83,000.14 | 3.02 |
| Oct 17, 25 | 622,874.66 | -2,188,792.59 | -1,565,917.93 | 3.51 |
| Oct 24, 25 | 18,399.4 | -28,728.58 | -10,329.18 | 1.56 |
| Oct 31, 25 | 106,631.75 | -147,528.45 | -40,896.7 | 1.38 |
| Nov 7, 25 | 11,378.28 | -34,365.68 | -22,987.4 | 3.02 |
| Nov 14, 25 | 0 | 0 | 0 | n/a |
| Nov 21, 25 | 223,212.23 | -630,929.95 | -407,717.72 | 2.83 |
| Nov 28, 25 | 39,157.73 | -363,056 | -323,898.27 | 9.27 |
| Dec 19, 25 | 295,608.31 | -493,432.69 | -197,824.38 | 1.67 |
| Dec 31, 25 | 53,825.24 | -64,299.5 | -10,474.26 | 1.19 |
| Jan 16, 26 | 161,850.94 | -508,110.52 | -346,259.58 | 3.14 |
| Mar 20, 26 | 122,151.01 | -251,705.16 | -129,554.15 | 2.06 |
| Mar 31, 26 | 1,445.6 | -15,093.22 | -13,647.62 | 10.44 |
| Jun 18, 26 | 13,045.87 | -55,398.64 | -42,352.77 | 4.25 |
| Jun 30, 26 | 912.49 | -735.64 | 176.85 | 0.81 |
| Sep 18, 26 | 9,163.64 | -21,382.4 | -12,218.76 | 2.33 |
| Sep 30, 26 | 0 | 0 | 0 | n/a |
| Dec 18, 26 | 7,551.74 | -5,089.56 | 2,462.18 | 0.67 |
| Jan 15, 27 | 13,801.94 | -21,614.3 | -7,812.36 | 1.57 |
| Jan 21, 28 | 187.91 | -22.51 | 165.4 | 0.12 |