Marriott Vacations Worldwide Corporation (VAC) Gamma Exposure by Expiry | GEX Expiration Analysis - Stocknear

Marriott Vacations Worldw...

NYSE: VAC · Real-Time Price · USD
69.87
-0.45 (-0.64%)
At close: Sep 26, 2025, 3:59 PM
69.31
-0.80%
After-hours: Sep 26, 2025, 06:26 PM EDT

VAC Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for VAC across all expirations is 6,051.06 shares per 1% move, with 7,765.05 from calls and 1,713.99 from puts. The put-call GEX ratio of 0.22 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.

VAC GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Oct 17, 25 6,892.19 -1,336.38 5,555.81 0.19
Nov 21, 25 3.28 -6.19 -2.91 1.89
Dec 19, 25 6.73 -1.89 4.84 0.28
Jan 16, 26 810.7 -297.81 512.89 0.37
Apr 17, 26 51.17 -69.49 -18.32 1.36
Dec 18, 26 0.98 -2.23 -1.25 2.28