Valens Semiconductor Ltd. (VLN) Gamma Exposure by Expiry | GEX Expiration Analysis - Stocknear

Valens Semiconductor Ltd.

NYSE: VLN · Real-Time Price · USD
1.90
0.04 (2.15%)
At close: Oct 03, 2025, 3:59 PM
1.97
3.68%
After-hours: Oct 03, 2025, 07:35 PM EDT

VLN Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for VLN across all expirations is 7,099.54 shares per 1% move, with 7,534.1 from calls and 434.56 from puts. The put-call GEX ratio of 0.06 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
Oct 17, 25 1,206.76 0 1,206.76 0.00
Nov 21, 25 3,263.36 -299.47 2,963.89 0.09
Jan 16, 26 0 0 0 n/a
Feb 20, 26 2,757.87 -135.09 2,622.78 0.05
May 15, 26 306.11 0 306.11 0.00