Vanguard Total Bond Marke... (BND)
BND Daily Gamma Exposure
Current Gamma Exposure (GEX) is 15.4K, which is 214% above the 3M average of 4.9K. Over this period, GEX peaked at 15.4K on Aug 27, 2025 and bottomed at -7.69K on Aug 12, 2025, showing a shift between positive and negative gamma regimes. The exposure has been increasing recently, suggesting growing dealer hedging that could dampen volatility. Today's put-call gamma ratio of 0.50 is below the recent average of 0.93, indicating call-heavy positioning. High GEX volatility (±4.83K) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 27, 2025 | 30,610.63 | -15,210.29 | 15,400.34 | 0.50 |
| Aug 26, 2025 | 27,308.53 | -18,098.2 | 9,210.33 | 0.66 |
| Aug 25, 2025 | 27,288.98 | -18,474.25 | 8,814.73 | 0.68 |
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