Gamma Exposure by Expiry - Stocknear

Vanguard FTSE Developed M...

AMEX: VEA · Real-Time Price · USD
58.97
0.29 (0.49%)
At close: Sep 05, 2025, 3:59 PM
59.58
1.03%
After-hours: Sep 05, 2025, 07:48 PM EDT

VEA Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for VEA across all expirations is 17,210.73 shares per 1% move, with 22,866.52 from calls and 5,655.79 from puts. The put-call GEX ratio of 0.25 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.

VEA GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Sep 19, 25 11,202.27 -3,107.6 8,094.67 0.28
Oct 17, 25 1,032.46 -366.51 665.95 0.35
Dec 19, 25 8,685.18 -1,841.31 6,843.87 0.21
Jan 16, 26 0 0 0 n/a
Mar 20, 26 1,946.61 -340.37 1,606.24 0.17