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Leverage Shares 2x Long FIG FIGG 17.71 -0.31 -1.72%

FIGG Gamma Exposure (GEX)

FIGG (Leverage Shares 2x Long FIG): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
1.36
Put Call Ratio (OI)
0.117
Put Call Ratio (Vol)
2.15
IV Rank
0.32
IV Percentile
5
Max Pain
18

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
-27.2
27.2
View values by strike
FIGG · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
10.00 0 -13.6
13.00 0 -177
14.00 0 -12.7
15.00 0 -70
16.00 8.84 -54.6
17.00 0 -44.1
18.00 83.7 -58.7
19.00 42.9 0
20.00 0 -224
21.00 40.3 0
22.00 0 -17.1
25.00 24.2 -14.7
30.00 113 -26.4
35.00 16.3 0
40.00 104 0
45.00 6.64 0