(FXY) Gamma Exposure by Expiry | GEX Expiration Analysis - Stocknear

AMEX: FXY · Real-Time Price · USD
62.37
-0.20 (-0.32%)
At close: Sep 12, 2025, 3:59 PM
62.09
-0.44%
After-hours: Sep 12, 2025, 07:33 PM EDT

FXY Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for FXY across all expirations is 421,478.43 shares per 1% move, with 498,960.91 from calls and 77,482.48 from puts. The put-call GEX ratio of 0.16 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.

FXY GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Sep 19, 25 405,946.39 -43,499.23 362,447.16 0.11
Oct 17, 25 7,217.87 -4,257.85 2,960.02 0.59
Dec 19, 25 13,838.92 -14,241.92 -403 1.03
Jan 16, 26 62,683.92 -11,107.78 51,576.14 0.18
Feb 20, 26 0 0 0 n/a
Mar 20, 26 1,843.59 -958.37 885.22 0.52
Jan 15, 27 7,430.22 -3,417.33 4,012.89 0.46