Vanguard FTSE Europe ETF (VGK)
VGK Daily Gamma Exposure
Current Gamma Exposure (GEX) is 3.09K, which is 151% above the 3M average of 1.23K. Over this period, GEX peaked at 3.93K on Aug 20, 2025 and bottomed at -2.08K on Aug 11, 2025, showing a shift between positive and negative gamma regimes. The exposure has been increasing recently, suggesting growing dealer hedging that could dampen volatility. Today's put-call gamma ratio of 0.75 is below the recent average of 0.88, indicating call-heavy positioning. High GEX volatility (±999.8749539428239) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 22, 2025 | 12,217.13 | -9,128.97 | 3,088.16 | 0.75 |
| Aug 21, 2025 | 13,670.87 | -9,816.75 | 3,854.12 | 0.72 |
| Aug 20, 2025 | 13,186.25 | -9,252.68 | 3,933.57 | 0.70 |
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