Vanguard Small-Cap Value ... (VBR)
AMEX: VBR
· Real-Time Price · USD
211.25
1.22 (0.58%)
At close: Oct 03, 2025, 3:59 PM
211.15
-0.05%
After-hours: Oct 03, 2025, 06:04 PM EDT
VBR Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for VBR across all expirations is 2,843.17 shares per 1% move, with 3,465.57 from calls and 622.4 from puts. The put-call GEX ratio of 0.18 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
VBR GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Oct 17, 25 | 1,816.15 | -364.55 | 1,451.6 | 0.20 |
| Nov 21, 25 | 40.6 | -32.22 | 8.38 | 0.79 |
| Dec 19, 25 | 1,237.33 | -119.6 | 1,117.73 | 0.10 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 371.49 | -106.03 | 265.46 | 0.29 |