Gamma Exposure by Expiry - Stocknear

Vanguard Small-Cap Growth...

AMEX: VBK · Real-Time Price · USD
302.56
1.11 (0.37%)
At close: Oct 03, 2025, 3:59 PM
304.02
0.48%
After-hours: Oct 03, 2025, 07:56 PM EDT

VBK Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for VBK across all expirations is 1,716.62 shares per 1% move, with 2,334.87 from calls and 618.25 from puts. The put-call GEX ratio of 0.26 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.

VBK GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Oct 17, 25 1,218.4 -273.67 944.73 0.22
Nov 21, 25 90.41 -8.65 81.76 0.10
Dec 19, 25 912.47 -327.29 585.18 0.36
Mar 20, 26 113.59 -8.64 104.95 0.08