Gamma Exposure by Expiry - Stocknear

Vanguard Large-Cap ETF

AMEX: VV · Real-Time Price · USD
309.63
0.39 (0.13%)
At close: Oct 06, 2025, 10:00 AM

VV Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for VV across all expirations is 772.62 shares per 1% move, with 930.94 from calls and 158.32 from puts. The put-call GEX ratio of 0.17 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.

VV GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Oct 17, 25 564.89 -42.38 522.51 0.08
Nov 21, 25 35.31 -37.45 -2.14 1.06
Jan 16, 26 288.25 -46.31 241.94 0.16
Apr 17, 26 42.49 -32.18 10.31 0.76