Gamma Exposure by Expiry - Stocknear

Vanguard FTSE Developed M...

AMEX: VEA · Real-Time Price · USD
59.37
-0.16 (-0.27%)
At close: Sep 09, 2025, 3:59 PM
59.43
0.11%
After-hours: Sep 09, 2025, 07:57 PM EDT

VEA Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for VEA across all expirations is 25,730.57 shares per 1% move, with 32,338.79 from calls and 6,608.22 from puts. The put-call GEX ratio of 0.20 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.

VEA GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Sep 19, 25 21,808.22 -3,620.46 18,187.76 0.17
Oct 17, 25 1,056.86 -528.47 528.39 0.50
Dec 19, 25 7,596.8 -2,028.82 5,567.98 0.27
Jan 16, 26 0 0 0 n/a
Mar 20, 26 1,876.91 -430.47 1,446.44 0.23