FT Vest Nasdaq-100 Buffer ETF - December (QDEC) 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 Buffer ETF - December (QDEC) operates in the Financial Services sector, specifically the Asset Management - Global industry, with a market capitalization near $681.7M, listed on CBOE, carrying a beta of 0.57 to the broader market. The investment objective of the FT Vest Nasdaq-100 Buffer ETF - December (the "Fund") is to seek to provide investors with returns (before fees and expenses) that match the price return of the Invesco QQQ Trust SM, Series 1 (the "Underlying ETF"), up to a predetermined upside cap of 18. public since 2020-12-21.

Greeks exposure analysis shows dealer hedging pressure across strike prices for all six Greeks. No recent options activity for QDEC as of 2026-06-02; 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 →