Presidio Production Company (FTW) 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.

Presidio Production Company (FTW) operates in the Energy sector, specifically the Shell Companies industry, with a market capitalization near $492.5M, listed on NYSE, carrying a beta of 0.02 to the broader market. EQV Ventures Acquisition Corp. Led by William Ulrich, public since 2024-09-27.

Snapshot as of May 14, 2026.

Spot Price

$11.23

Net Gamma

$32.8K

Net Delta

-$1.5M

Net Vega

-$8.9K

Gamma Concentration

0.90

As of May 14, 2026, Presidio Production Company (FTW) has positive net gamma exposure of $32.8K under the standard dealer-hedging convention. Net delta exposure is -$1.5M. Positive GEX means dealers are net long gamma: they buy into dips and sell into rallies, damping realized volatility and often causing price to pin near heavy open-interest strikes.

FTW Strategy Sizing in the Current GEX Regime

Presidio Production Company is in a positive dealer-gamma regime ($32.8K). Net dealer delta of -$1.5M sets the size of the directional hedging flow that fires as spot moves. In this regime, mean-reverting strategies fit the regime: credit spreads, iron condors, covered calls near established ranges. Realized volatility tends to undershoot implied during positive-gamma stretches, supporting the short-vol structures. The gamma-flip level - the spot price at which net dealer gamma changes sign - is the most actionable anchor for sizing: through-flip moves trigger qualitatively different hedging behavior than within-regime moves, so risk-defined structures sized to the current spot may not stay sized correctly if a flip is near.

Learn how gamma exposure is reported and how to read the data →