Gamma Exposure by Expiry - Stocknear

Vanguard Consumer Staples...

AMEX: VDC · Real-Time Price · USD
212.87
0.35 (0.16%)
At close: Oct 03, 2025, 3:59 PM
211.37
-0.70%
After-hours: Oct 03, 2025, 07:36 PM EDT

VDC Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for VDC across all expirations is 699.61 shares per 1% move, with 822.29 from calls and 122.68 from puts. The put-call GEX ratio of 0.15 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.

VDC GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Oct 17, 25 625.74 -76.12 549.62 0.12
Nov 21, 25 62.7 -4.13 58.57 0.07
Jan 16, 26 98.5 -20.53 77.97 0.21
Apr 17, 26 35.35 -21.9 13.45 0.62