FT Vest U.S. Equity Dual Directional Buffer ETF - November (DLNV) 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.

FT Vest U.S. Equity Dual Directional Buffer ETF - November (DLNV) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $11.6M, listed on CBOE, carrying a beta of 0.48 to the broader market. DLNV seeks to offer dual directional returns by using FLEX options to match either the positive price return or the absolute or inverse value loss of SPDR S&P 500 ETF Trust (ticker: SPY) over a one-year period, starting November. Led by Thomas Hecht, public since 2025-11-24.

Greeks exposure analysis shows dealer hedging pressure across strike prices for all six Greeks. No recent options activity for DLNV as of 2026-07-17; 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 →