Gamma Exposure by Expiry - Stocknear

Vanguard Intermediate-Ter...

AMEX: BIV · Real-Time Price · USD
78.05
-0.13 (-0.17%)
At close: Oct 03, 2025, 3:59 PM
78.07
0.03%
After-hours: Oct 03, 2025, 05:05 PM EDT

BIV Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for BIV across all expirations is 2,623.88 shares per 1% move, with 2,717.7 from calls and 93.82 from puts. The put-call GEX ratio of 0.03 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.

BIV GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Oct 17, 25 778.55 -46.47 732.08 0.06
Nov 21, 25 88.1 -15.11 72.99 0.17
Jan 16, 26 1,407.33 -32.24 1,375.09 0.02
Apr 17, 26 443.72 0 443.72 0.00