Vanguard Real Estate ETF (VNQ)
VNQ Daily Gamma Exposure
Current Gamma Exposure (GEX) is 7.98K, which is -227% above the 3M average of -6.27K. Over this period, GEX peaked at 7.98K on Aug 22, 2025 and bottomed at -13.27K on Aug 18, 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 0.87 is below the recent average of 1.16, indicating call-heavy positioning. Stable GEX patterns (±3K) indicate consistent market maker positioning.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 22, 2025 | 59,302.3 | -51,319.21 | 7,983.09 | 0.87 |
Aug 21, 2025 | 49,913.96 | -54,118.39 | -4,204.43 | 1.08 |
Aug 20, 2025 | 49,021 | -52,227.53 | -3,206.53 | 1.07 |
Stop Guessing, Start Knowing.
Cut through market noise with actionable insights that actually help you make confident investment decisions. No more endless research or gut-based guessing.
- Unlimited access to all data and tools
- Unlimited access to all data and tools, giving you the edge over everyone else in the market.
- Realtime Options & Dark Pool Data
- Instant access to live options & dark pool data to spot opportunities and trade with precision before the market moves.
- Top Wallstreet Analyst Ratings
- Follow ratings from the best analysts on Wall Street to stay ahead.
- Up to 30 years financial history
- We deliver premium Wall Street data with top-tier accuracy and up to 30 years of history.