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FIGS FIGS 13.03 -0.03 -0.23%

FIGS Gamma Exposure (GEX)

FIGS (FIGS): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.626
Put Call Ratio (OI)
0.0674
Put Call Ratio (Vol)
0.0802
IV Rank
17.6
IV Percentile
51.4
Max Pain
10

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
207.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-16.9
16.9
View values by strike
FIGS · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.50 4.16 0
5.00 28.3 0
7.50 442 -580
10.00 12.2 K -1.62 K
12.50 153 K -11.9 K
15.00 113 K -14.9 K
17.50 15.2 K 0
20.00 5.06 K 0
22.50 1.22 K 0
25.00 574 0
30.00 546 0