FT Vest Nasdaq-100 Conservative Buffer ETF - April (QCAP) 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 Nasdaq-100 Conservative Buffer ETF - April (QCAP) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $128.5M, listed on CBOE, carrying a beta of 0.24 to the broader market. QCAP uses flex options in an effort to moderate losses on the Invesco QQQ Trust over a one-year period, starting each April. public since 2024-04-22.

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