SPDR EURO STOXX 50 ETF (FEZ)
AMEX: FEZ
· Real-Time Price · USD
59.12
-0.68 (-1.14%)
At close: Sep 02, 2025, 3:59 PM
59.13
-1.10%
Pre-market: Sep 02, 2025, 09:13 AM EDT
FEZ Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for FEZ across all expirations is -2,804.53 shares per 1% move, with 143,965.01 from calls and 146,769.54 from puts. The put-call GEX ratio of 1.02 indicates heavy put positioning, suggesting market makers may need to buy shares on declines (supportive) and sell on rallies (resistance). The highest gamma concentration is at the Nov 21, 25 expiration with 20,909.25 net GEX, which may act as a magnet point for price action. Near-term exposure for Sep 5, 25 suggests possible volatility from negative gamma effects.
FEZ GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 5, 25 | 232.16 | -579.48 | -347.32 | 2.50 |
| Sep 12, 25 | 5.93 | -22.99 | -17.06 | 3.88 |
| Sep 19, 25 | 66,000.11 | -59,751.07 | 6,249.04 | 0.91 |
| Sep 26, 25 | 132.03 | -10.4 | 121.63 | 0.08 |
| Oct 3, 25 | 0 | -20.88 | -20.88 | n/a |
| Oct 10, 25 | 0 | 0 | 0 | n/a |
| Oct 17, 25 | 1,259.4 | -19,735 | -18,475.6 | 15.67 |
| Nov 21, 25 | 49,358.98 | -28,449.73 | 20,909.25 | 0.58 |
| Jan 16, 26 | 22,490.83 | -24,932.42 | -2,441.59 | 1.11 |
| Feb 20, 26 | 996.72 | -3,980.33 | -2,983.61 | 3.99 |
| Jan 15, 27 | 3,488.85 | -9,287.24 | -5,798.39 | 2.66 |