Pre-market
⌘K
Sign in Sign up

Invesco CurrencyShares Swiss Franc Trust FXF 107.24 0.1 0.09%

FXF Gamma Exposure (GEX)

FXF (Invesco CurrencyShares Swiss Franc Trust): 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
0.0718
Put Call Ratio (OI)
0.617
Put Call Ratio (Vol)
0.356
IV Rank
18.9
IV Percentile
6.4
Max Pain
109

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
-32.8
32.8
View values by strike
FXF · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
99.00 2.05 K 0
100.00 3.98 K -1.6 K
101.00 711 0
102.00 325 -393
103.00 2.09 K -8.2 K
104.00 11 K -687
105.00 37.4 K -859
106.00 19 K -51.5 K
107.00 15.5 K -77.3 K
108.00 46.5 K -23.4 K
109.00 30.6 K -43.5 K
110.00 21.3 K -84.9 K
111.00 14 K -9.17 K
112.00 4.13 K -3.93 K
113.00 42.8 K -16.4 K
115.00 1.74 K 0
116.00 765 0
117.00 3.63 K 0
118.00 588 0
120.00 729 0
122.00 202 0
123.00 187 0
125.00 816 0
140.00 415 0