Gamma Exposure by Expiry - Stocknear

Vanguard Financials ETF

AMEX: VFH · Real-Time Price · USD
130.96
0.93 (0.72%)
At close: Oct 03, 2025, 3:59 PM
132.30
1.03%
Pre-market: Oct 06, 2025, 06:39 AM EDT

VFH Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for VFH across all expirations is 3,037.2 shares per 1% move, with 3,414.41 from calls and 377.21 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.

VFH GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Oct 17, 25 145.34 -244.07 -98.73 1.68
Nov 21, 25 2,364.92 -103.47 2,261.45 0.04
Jan 16, 26 0 0 0 n/a
Feb 20, 26 896.83 -29.67 867.16 0.03
May 15, 26 7.32 0 7.32 0.00