FT Vest U.S. Equity Max Buffer (SEPM) 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 Max Buffer (SEPM) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $30.9M, listed on CBOE, carrying a beta of 0.20 to the broader market. SEPM 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 September. public since 2024-09-23.

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