AMEX: FXY · Real-Time Price · USD
62.52
0.22 (0.35%)
At close: Aug 15, 2025, 3:59 PM
62.53
0.01%
After-hours: Aug 15, 2025, 06:12 PM EDT

FXY Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for FXY across all expirations is 317,838.1 shares per 1% move, with 375,465.57 from calls and 57,627.47 from puts. The put-call GEX ratio of 0.15 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 Sep 19, 25 expiration with 254,078.68 net GEX, which may act as a magnet point for price action. Near-term exposure for Sep 19, 25 suggests potential support from positive gamma hedging flows.

FXY GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Sep 19, 25 288,819.6 -34,740.92 254,078.68 0.12
Oct 17, 25 36.8 -68.23 -31.43 1.85
Dec 19, 25 11,419.53 -9,161.04 2,258.49 0.80
Jan 16, 26 65,347.34 -10,171.75 55,175.59 0.16
Feb 20, 26 0 0 0 n/a
Mar 20, 26 1,098.75 -768.17 330.58 0.70
Jan 15, 27 8,743.55 -2,717.36 6,026.19 0.31