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Leverage Shares 2x Long FUTU FUTG 4.31 0.16 3.76%

FUTG Gamma Exposure (GEX)

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

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ATM IV
0.895
Put Call Ratio (OI)
0.634
Put Call Ratio (Vol)
1.28
IV Rank
0.34
IV Percentile
1.2
Max Pain
6

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
-18.6
18.6
View values by strike
FUTG · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.00 0 -59.6
3.00 1.12 K -822
4.00 314 -273
5.00 365 -118
6.00 17.2 -26.3
7.00 0 -9.3
8.00 10.9 0
9.00 0 -2.03
10.00 250 -3.8
11.00 1.62 0
12.00 7.52 -1.34
13.00 9.87 0
21.00 1.12 0
22.00 11.6 0