VersaBank (VBNK) Gamma Exposure by Expiry | GEX Expiration Analysis - Stocknear

VersaBank

NASDAQ: VBNK · Real-Time Price · USD
12.38
0.13 (1.06%)
At close: Oct 03, 2025, 3:59 PM
12.62
1.94%
After-hours: Oct 03, 2025, 05:07 PM EDT

VBNK Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for VBNK across all expirations is 711.73 shares per 1% move, with 718.97 from calls and 7.24 from puts. The put-call GEX ratio of 0.01 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.

VBNK GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Oct 17, 25 30.11 0 30.11 0.00
Nov 21, 25 0 0 0 n/a
Dec 19, 25 645.95 -6.93 639.02 0.01
Mar 20, 26 42.91 -0.31 42.6 0.01