Alpha Architect Tail Risk ETF (CAOS) Gamma Exposure (GEX) & Greeks

Gamma exposure (GEX) analysis shows how options positioning creates dealer hedging pressure across strikes. Includes delta, vanna, charm, vomma, and vega exposure by strike price.

Alpha Architect Tail Risk ETF (CAOS) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $423.5M, listed on CBOE, carrying a beta of 0.04 to the broader market. CAOS seeks to actively earn positive returns during periods of significant US equity drawdowns while minimizing the return drag of collateral. Led by Oren Falkowitz, public since 2023-03-06.

Greeks exposure analysis shows dealer hedging pressure across strike prices for all six Greeks. No recent options activity for CAOS as of 2026-08-31; this typically reflects low options liquidity, a recently listed name, or a temporary data feed delay. Snapshot will refresh on the next active session.

Learn how gamma exposure is reported and how to read the data →