Gamma Exposure by Expiry - Stocknear

Vanguard Small-Cap ETF

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