Gamma Exposure by Expiry - Stocknear

Vanguard Tax-Exempt Bond ...

AMEX: VTEB · Real-Time Price · USD
49.96
-0.02 (-0.04%)
At close: Oct 06, 2025, 11:44 AM

VTEB Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for VTEB across all expirations is 4,320.96 shares per 1% move, with 8,893.41 from calls and 4,572.45 from puts. The put-call GEX ratio of 0.51 reflects balanced positioning between puts and calls.

VTEB GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Oct 17, 25 99.16 -247.91 -148.75 2.50
Nov 21, 25 2,233.49 -2,467.71 -234.22 1.10
Jan 16, 26 0 0 0 n/a
Feb 20, 26 6,545.52 -1,850.63 4,694.89 0.28
May 15, 26 15.24 -6.2 9.04 0.41