Gamma Exposure by Expiry - Stocknear

Vanguard Long-Term Corpor...

NASDAQ: VCLT · Real-Time Price · USD
77.77
-0.08 (-0.10%)
At close: Oct 03, 2025, 3:59 PM
77.62
-0.19%
Pre-market: Oct 06, 2025, 06:40 AM EDT

VCLT Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for VCLT across all expirations is 14,585.2 shares per 1% move, with 24,906.44 from calls and 10,321.24 from puts. The put-call GEX ratio of 0.41 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.

VCLT GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Oct 17, 25 12,324.78 -5,834.12 6,490.66 0.47
Nov 21, 25 1,981.39 -901.73 1,079.66 0.46
Dec 19, 25 7,928.02 -2,938.31 4,989.71 0.37
Jan 16, 26 0 0 0 n/a
Mar 20, 26 2,672.25 -647.08 2,025.17 0.24