First Trust Exchange-Traded Fund VIII - FT Vest U.S. Equity Buffer & Digital Return ETF - April (DGAP) 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.

First Trust Exchange-Traded Fund VIII - FT Vest U.S. Equity Buffer & Digital Return ETF - April (DGAP) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $7.8M, listed on CBOE, carrying a beta of 0.20 to the broader market. DGAP is structured to deliver a predefined return profile linked to the price performance of the SPDR S&P 500 ETF Trust (SPY) over a defined outcome period from April 20, 2026 through April 16, 2027. public since 2026-04-21.

Greeks exposure analysis shows dealer hedging pressure across strike prices for all six Greeks. No recent options activity for DGAP 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 →