Vanguard Small-Cap ETF (VB)
AMEX: VB
· Real-Time Price · USD
254.03
-0.80 (-0.31%)
At close: Sep 29, 2025, 3:59 PM
253.39
-0.25%
Pre-market: Sep 30, 2025, 06:38 AM EDT
VB Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for VB across all expirations is 3,997.81 shares per 1% move, with 5,144.2 from calls and 1,146.39 from puts. The put-call GEX ratio of 0.22 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
VB GEX Table
Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Oct 17, 25 | 2,096.51 | -871.33 | 1,225.18 | 0.42 |
Nov 21, 25 | 751.46 | -72.12 | 679.34 | 0.10 |
Dec 19, 25 | 2,041.9 | -187.52 | 1,854.38 | 0.09 |
Jan 16, 26 | 0 | 0 | 0 | n/a |
Mar 20, 26 | 254.33 | -15.42 | 238.91 | 0.06 |