Gamma Exposure by Expiry - Stocknear

Vanguard Short-Term Tax-E...

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