Vanguard Short-Term Corpo... (VCSH)
NASDAQ: VCSH
· Real-Time Price · USD
79.82
0.05 (0.06%)
At close: Sep 26, 2025, 3:59 PM
79.77
-0.06%
After-hours: Sep 26, 2025, 04:25 PM EDT
VCSH Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for VCSH across all expirations is 5,990.42 shares per 1% move, with 6,764.78 from calls and 774.36 from puts. The put-call GEX ratio of 0.11 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
VCSH GEX Table
Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Oct 17, 25 | 2,377.71 | 0 | 2,377.71 | 0.00 |
Nov 21, 25 | 291.54 | -513.1 | -221.56 | 1.76 |
Jan 16, 26 | 0 | 0 | 0 | n/a |
Feb 20, 26 | 4,047.16 | -261.26 | 3,785.9 | 0.06 |
May 15, 26 | 48.37 | 0 | 48.37 | 0.00 |