iShares MSCI EAFE Growth ... (EFG)
CBOE: EFG
· Real-Time Price · USD
117.34
0.66 (0.56%)
At close: Oct 06, 2025, 3:59 PM
EFG Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for EFG across all expirations is 57.83 shares per 1% move, with 72.15 from calls and 14.32 from puts. The put-call GEX ratio of 0.20 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
EFG GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Oct 17, 25 | 11.18 | 0 | 11.18 | 0.00 |
| Nov 21, 25 | 53.42 | -14.32 | 39.1 | 0.27 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Feb 20, 26 | 2.9 | 0 | 2.9 | 0.00 |
| May 15, 26 | 4.65 | 0 | 4.65 | 0.00 |