Gamma Exposure by Expiry - Stocknear

iShares MSCI USA Value Fa...

CBOE: VLUE · Real-Time Price · USD
127.20
-0.21 (-0.16%)
At close: Oct 06, 2025, 3:59 PM

VLUE Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for VLUE across all expirations is 57.2 shares per 1% move, with 57.2 from calls and 0 from puts. The put-call GEX ratio of 0.00 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.

VLUE GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Oct 17, 25 0 0 0 n/a
Nov 21, 25 14.02 0 14.02 0.00
Dec 19, 25 34.83 0 34.83 0.00
Mar 20, 26 8.35 0 8.35 0.00