Corgi ETF Trust I - Corgi 3-12 Month T-Bill ETF (CBIL) 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.

Corgi ETF Trust I - Corgi 3-12 Month T-Bill ETF (CBIL) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $6.0M, listed on CBOE, carrying a beta of -0.39 to the broader market. Under normal market conditions, the fund generally invests substantially all, but at least 80%, of the value of its net assets (plus any borrowings for investment purposes) in the securities that comprise the index and/or in securities that the Adviser determines have economic characteristics that are substantially identical to the economic characteristics of the securities that comprise the index. public since 2026-06-04.

Greeks exposure analysis shows dealer hedging pressure across strike prices for all six Greeks. No recent options activity for CBIL as of 2026-10-15; 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 →