Vanguard Long-Term Bond E... (BLV)
AMEX: BLV
· Real-Time Price · USD
70.58
-0.32 (-0.45%)
At close: Oct 06, 2025, 12:09 PM
BLV Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for BLV across all expirations is 7,911.66 shares per 1% move, with 9,182 from calls and 1,270.34 from puts. The put-call GEX ratio of 0.14 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
BLV GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Oct 17, 25 | 6,755.7 | -521.88 | 6,233.82 | 0.08 |
| Nov 21, 25 | 186.46 | -317.28 | -130.82 | 1.70 |
| Dec 19, 25 | 1,477.03 | -364.04 | 1,112.99 | 0.25 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Mar 20, 26 | 762.81 | -67.14 | 695.67 | 0.09 |