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Invesco CurrencyShares Japanese Yen Trust FXY 58.2 -0.28 -0.48%

FXY Gamma Exposure (GEX)

FXY (Invesco CurrencyShares Japanese Yen 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
0.0901
Put Call Ratio (OI)
0.298
Put Call Ratio (Vol)
0.349
IV Rank
12.4
IV Percentile
43.6
Max Pain
58

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
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-36.8
36.8
View values by strike
FXY · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
35.00 8.2 K -4.2 K
40.00 8.12 K -10.1 K
45.00 9.57 K -5.85 K
46.00 1.99 K 0
47.00 830 0
48.00 1.57 K 0
49.00 1.6 K 0
50.00 24.4 K -198 K
51.00 22.4 K -6.47 K
52.00 18.8 K -5.36 K
53.00 49.9 K -473 K
54.00 52.1 K -31.1 K
55.00 66.3 K -480 K
56.00 284 K -423 K
57.00 185 K -1.05 M
58.00 1.21 M -1.51 M
59.00 1.17 M -237 K
60.00 13.3 M -470 K
61.00 758 K -85.1 K
62.00 526 K -89.1 K
63.00 349 K 0
64.00 179 K -227
65.00 1.9 M 0
66.00 263 K 0
67.00 14.2 K 0
68.00 7.11 K 0
69.00 7.64 K 0
70.00 317 K 0
71.00 7.46 K 0
72.00 2.69 K 0
73.00 81.7 K 0
74.00 2.69 K 0
75.00 11.4 K 0
80.00 47.8 K 0
85.00 16.4 K 0
90.00 50.6 K -59.6