Net gamma exposure for First Trust Europe AlphaDEX Fund (FEP) options was negative at the Nov 11, 2026 close, about $0 per 1% move in the stock. It has been positive on 0 of the last 20 trading days. With negative gamma, dealer hedging tends to follow price moves, which can make swings larger.
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Gamma Exposure by Strike
Showing results for FEP, 2026-11-20(m), calls & puts
Gamma Exposure Stats
Showing results for FEP, 2026-11-20(m), calls & puts
| Net GEX ($ per 1% move) | $0 |
|---|---|
| Call GEX ($ per 1% move) | $0 |
| Put GEX ($ per 1% move) | $0 |
| Call Wall | |
| Put Wall | |
| Gamma Flip (Zero Gamma) |
Net Gamma Exposure by Expiration
Showing results for FEP, 2026-11-20(m), calls & puts. View all expiries
| Expiration | Net GEX | Call GEX | Put GEX | Call Wall | Put Wall | Gamma Flip |
|---|---|---|---|---|---|---|
| Nov 20, 2026 8 DTE monthly | $0 | $0 | $0 |
FEP Gamma Exposure FAQ
What is gamma exposure (GEX)?
Gamma exposure estimates how much stock option dealers must buy or sell to stay hedged for each 1% move in the underlying.
Is FEP gamma exposure positive or negative?
FEP net gamma exposure was negative on Nov 11, 2026, at $0. It has been positive on 0 of the last 20 trading days.
How has FEP gamma exposure changed recently?
FEP net gamma exposure went from $0 on Oct 14, 2026 to $0 on Nov 11, 2026. See the FEP gamma exposure history for a longer view.