Vanguard FTSE Emerging Ma... (VWO)
VWO Daily Gamma Exposure
Current Gamma Exposure (GEX) is 48.82K, which is 10% above the 3M average of 44.51K. Over this period, GEX peaked at 69.37K on Aug 7, 2025 and bottomed at 16.19K on Aug 19, 2025, maintaining consistently positive gamma throughout. The exposure has been increasing recently, suggesting growing dealer hedging that could dampen volatility. Today's put-call gamma ratio of 0.35 is elevated versus the recent average of 0.32, suggesting increased put hedging. Stable GEX patterns (±10.83K) indicate consistent market maker positioning.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 27, 2025 | 74,968.71 | -26,146.26 | 48,822.45 | 0.35 |
| Aug 26, 2025 | 73,656.42 | -22,116.87 | 51,539.55 | 0.30 |
| Aug 25, 2025 | 54,092.66 | -20,925.28 | 33,167.38 | 0.39 |
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