Vanguard Mortgage-Backed ... (VMBS)
NASDAQ: VMBS
· Real-Time Price · USD
46.88
-0.09 (-0.19%)
At close: Oct 06, 2025, 1:20 PM
VMBS Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for VMBS across all expirations is -15.46 shares per 1% move, with 346.34 from calls and 361.8 from puts. The put-call GEX ratio of 1.04 indicates heavy put positioning, suggesting market makers may need to buy shares on declines (supportive) and sell on rallies (resistance).
VMBS GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Oct 17, 25 | 0 | -59.52 | -59.52 | n/a |
| Nov 21, 25 | 196.58 | -234.76 | -38.18 | 1.19 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Feb 20, 26 | 134.66 | -67.52 | 67.14 | 0.50 |
| May 15, 26 | 15.1 | 0 | 15.1 | 0.00 |