Gamma Exposure by Expiry - Stocknear

Vanguard Intermediate-Ter...

NASDAQ: VCIT · Real-Time Price · USD
83.92
-0.14 (-0.17%)
At close: Oct 06, 2025, 2:23 PM

VCIT Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for VCIT across all expirations is 3,935.9 shares per 1% move, with 5,191.35 from calls and 1,255.45 from puts. The put-call GEX ratio of 0.24 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.

VCIT GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Oct 17, 25 1,461.58 -748.81 712.77 0.51
Nov 21, 25 3,148.09 -329.84 2,818.25 0.10
Jan 16, 26 0 0 0 n/a
Feb 20, 26 581.68 -176.8 404.88 0.30
May 15, 26 0 0 0 n/a