Vanguard Short-Term Tax-E... (VTES)
AMEX: VTES
· Real-Time Price · USD
101.62
-0.04 (-0.04%)
At close: Oct 06, 2025, 11:52 AM
VTES Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for VTES across all expirations is 21.04 shares per 1% move, with 27.53 from calls and 6.49 from puts. The put-call GEX ratio of 0.24 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
VTES GEX Table
Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Oct 17, 25 | 0 | 0 | 0 | n/a |
Nov 21, 25 | 0 | 0 | 0 | n/a |
Dec 19, 25 | 27.53 | -6.49 | 21.04 | 0.24 |
Mar 20, 26 | 0 | 0 | 0 | n/a |