Gamma Exposure By Expiry - Stocknear

Cboe Volatility Index

INDEX: ^VIX · Real-Time Price · USD
15.32
-1.42 (-8.48%)
At close: Sep 26, 2025, 3:59 PM

^VIX Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for ^VIX across all expirations is -4,838,541.79 shares per 1% move, with 3,386,532.74 from calls and 8,225,074.53 from puts. The put-call GEX ratio of 2.43 indicates heavy put positioning, suggesting market makers may need to buy shares on declines (supportive) and sell on rallies (resistance).

^VIX GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Oct 22, 25 1,597,132.41 -4,484,801.82 -2,887,669.41 2.81
Nov 19, 25 848,651.37 -1,464,296.62 -615,645.25 1.73
Dec 17, 25 494,397.41 -1,927,777 -1,433,379.59 3.90
Jan 16, 26 0 0 0 n/a
Jan 21, 26 226,914.11 -272,649.51 -45,735.4 1.20
Feb 18, 26 193,414.73 -4,968.6 188,446.13 0.03
Mar 18, 26 16,416.31 -47,283.27 -30,866.96 2.88
Apr 15, 26 7,625.12 -20,039.69 -12,414.57 2.63
May 19, 26 1,943.42 -3,256.19 -1,312.77 1.68
May 20, 26 0 0 0 n/a
Jun 17, 26 37.86 -1.83 36.03 0.05