Vanguard High Dividend Yi... (VYM)
AMEX: VYM
· Real-Time Price · USD
141.54
0.63 (0.45%)
At close: Oct 03, 2025, 3:59 PM
142.09
0.39%
After-hours: Oct 03, 2025, 07:59 PM EDT
VYM Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for VYM across all expirations is 214,100.96 shares per 1% move, with 220,960.08 from calls and 6,859.12 from puts. The put-call GEX ratio of 0.03 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
VYM GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Oct 17, 25 | 191,627.78 | -3,590.6 | 188,037.18 | 0.02 |
| Nov 21, 25 | 1,869.42 | -455.29 | 1,414.13 | 0.24 |
| Jan 16, 26 | 14,136.66 | -2,680.8 | 11,455.86 | 0.19 |
| Apr 17, 26 | 13,326.22 | -132.43 | 13,193.79 | 0.01 |