Gamma Exposure by Expiry - Stocknear

Vanguard Value ETF

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