Telefônica Brasil S.A. (VIV) Gamma Exposure by Expiry | GEX Expiration Analysis - Stocknear

Telefônica Brasil S.A.

NYSE: VIV · Real-Time Price · USD
12.28
-0.03 (-0.24%)
At close: Sep 26, 2025, 3:59 PM
12.53
2.08%
After-hours: Sep 26, 2025, 06:26 PM EDT

VIV Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for VIV across all expirations is 794.72 shares per 1% move, with 915 from calls and 120.28 from puts. The put-call GEX ratio of 0.13 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.

VIV GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Oct 17, 25 11.09 -100.22 -89.13 9.04
Nov 21, 25 895.84 -17.97 877.87 0.02
Jan 16, 26 0 0 0 n/a
Feb 20, 26 8.07 -2.09 5.98 0.26
May 15, 26 0 0 0 n/a