Vanguard Value ETF (VTV)
AMEX: VTV
· Real-Time Price · USD
183.97
1.10 (0.60%)
At close: Oct 13, 2025, 10:21 AM
VTV Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for VTV across all expirations is 19,110.71 shares per 1% move, with 20,622.85 from calls and 1,512.14 from puts. The put-call GEX ratio of 0.07 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
VTV GEX Table
Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Oct 17, 25 | 5,033.38 | -605.63 | 4,427.75 | 0.12 |
Nov 21, 25 | 13,334.32 | -530.78 | 12,803.54 | 0.04 |
Jan 16, 26 | 0 | 0 | 0 | n/a |
Feb 20, 26 | 2,059.43 | -176.2 | 1,883.23 | 0.09 |
May 15, 26 | 195.72 | -199.53 | -3.81 | 1.02 |