Gamma Exposure by Expiry - Stocknear

Vanguard Short-Term Corpo...

NASDAQ: VCSH · Real-Time Price · USD
79.82
0.05 (0.06%)
At close: Sep 26, 2025, 3:59 PM
79.77
-0.06%
After-hours: Sep 26, 2025, 04:25 PM EDT

VCSH Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for VCSH across all expirations is 5,990.42 shares per 1% move, with 6,764.78 from calls and 774.36 from puts. The put-call GEX ratio of 0.11 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.

VCSH GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Oct 17, 25 2,377.71 0 2,377.71 0.00
Nov 21, 25 291.54 -513.1 -221.56 1.76
Jan 16, 26 0 0 0 n/a
Feb 20, 26 4,047.16 -261.26 3,785.9 0.06
May 15, 26 48.37 0 48.37 0.00