First Trust Exchange-Traded Fund VIII - FT Vest U.S. Equity Max Buffer ETF - July (JULM) 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 Max Buffer ETF - July (JULM) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $30.7M, listed on CBOE, carrying a beta of 0.20 to the broader market. JULM uses FLEX options to match the price returns of SPDR S&P 500 ETF Trust (SPY), up to a predetermined upside cap of at least 7%, while seeking to provide the maximum available buffer of 100% over a one year period starting in July. public since 2024-07-25.

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