Vanguard FTSE All-World e... (VSS)
VSS Daily Gamma Exposure
Current Gamma Exposure (GEX) is 27.260000000000005, which is 266% above the 3M average of 7.446666666666668. Over this period, GEX peaked at 27.260000000000005 on Aug 22, 2025 and bottomed at -1.6500000000000004 on Aug 19, 2025, showing a shift between positive and negative gamma regimes. The exposure has been stable recently, indicating steady positioning. Today's put-call gamma ratio of 0.31 is elevated versus the recent average of 0.18, suggesting increased put hedging. High GEX volatility (±9.227855775976467) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 22, 2025 | 39.7 | -12.44 | 27.26 | 0.31 |
| Aug 19, 2025 | 10.62 | -12.27 | -1.65 | 1.16 |
| Aug 18, 2025 | 4.66 | 0 | 4.66 | 0.00 |
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