Valens Semiconductor Ltd. (VLN)
NYSE: VLN
· Real-Time Price · USD
1.85
-0.06 (-3.14%)
At close: Sep 12, 2025, 3:59 PM
1.87
0.81%
After-hours: Sep 12, 2025, 07:42 PM EDT
VLN Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for VLN across all expirations is 5,711.52 shares per 1% move, with 6,356.5 from calls and 644.98 from puts. The put-call GEX ratio of 0.10 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
VLN GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 940.77 | -217.09 | 723.68 | 0.23 |
| Oct 17, 25 | 638.66 | -48.12 | 590.54 | 0.08 |
| Nov 21, 25 | 2,562.88 | -294.75 | 2,268.13 | 0.12 |
| Jan 16, 26 | 0 | 0 | 0 | n/a |
| Feb 20, 26 | 2,214.19 | -85.02 | 2,129.17 | 0.04 |