Pre-market
⌘K
Sign in Sign up

Fidelity Enhanced Large Cap Value FELV 42.28 0.3 0.71%

FELV Gamma Exposure (GEX)

FELV (Fidelity Enhanced Large Cap Value): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.189
Put Call Ratio (OI)
0
Put Call Ratio (Vol)
0
IV Rank
11.8
IV Percentile
38.8
Max Pain
37

Gamma exposure (2026-09-21)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
25.0
179.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-15.3
15.3
View values by strike
FELV · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
37.00 137 0
40.00 3.29 K 0
46.00 2.37 K 0