Vanguard Short-Term Treas... (VGSH)
NASDAQ: VGSH
· Real-Time Price · USD
58.70
-0.02 (-0.03%)
At close: Oct 06, 2025, 1:11 PM
VGSH Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for VGSH across all expirations is 6,170.27 shares per 1% move, with 7,062.6 from calls and 892.33 from puts. The put-call GEX ratio of 0.13 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
VGSH GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Oct 17, 25 | 186.06 | 0 | 186.06 | 0.00 |
| Nov 21, 25 | 4,522.47 | -284.04 | 4,238.43 | 0.06 |
| Dec 19, 25 | 1,822.37 | -534.5 | 1,287.87 | 0.29 |
| Mar 20, 26 | 531.7 | -73.79 | 457.91 | 0.14 |