Gamma Exposure by Expiry - Stocknear

iShares MSCI EAFE ETF

AMEX: EFA · Real-Time Price · USD
95.09
0.80 (0.85%)
At close: Oct 03, 2025, 3:59 PM
94.85
-0.25%
Pre-market: Oct 06, 2025, 07:29 AM EDT

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