iShares MSCI EAFE Value E... (EFV)
CBOE: EFV
· Real-Time Price · USD
66.48
-0.48 (-0.72%)
At close: Aug 29, 2025, 3:00 PM
EFV Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for EFV across all expirations is 72,486.35 shares per 1% move, with 73,083.8 from calls and 597.45 from puts. The put-call GEX ratio of 0.01 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness. The highest gamma concentration is at the Oct 17, 25 expiration with 72,666.36 net GEX, which may act as a magnet point for price action. Near-term exposure for Sep 19, 25 suggests possible volatility from negative gamma effects.
EFV GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 116.87 | -585.99 | -469.12 | 5.01 |
| Oct 17, 25 | 72,666.36 | 0 | 72,666.36 | 0.00 |
| Dec 19, 25 | 247.57 | -6.3 | 241.27 | 0.03 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 53 | -5.16 | 47.84 | 0.10 |