Gamma Exposure by Expiry - Stocknear

Vanguard Extended Market ...

AMEX: VXF · Real-Time Price · USD
212.84
0.74 (0.35%)
At close: Oct 06, 2025, 3:59 PM
212.00
-0.39%
After-hours: Oct 06, 2025, 07:39 PM EDT

VXF Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for VXF across all expirations is 483.64 shares per 1% move, with 644.32 from calls and 160.68 from puts. The put-call GEX ratio of 0.25 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.

VXF GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Oct 17, 25 270.96 -141.58 129.38 0.52
Nov 21, 25 67.89 0 67.89 0.00
Dec 19, 25 247.73 -6.93 240.8 0.03
Jan 16, 26 0 0 0 n/a
Mar 20, 26 57.74 -12.17 45.57 0.21