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

AMEX: VTI · Real-Time Price · USD
324.34
-0.44 (-0.14%)
At close: Sep 12, 2025, 3:59 PM
324.25
-0.03%
After-hours: Sep 12, 2025, 07:57 PM EDT

VTI Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for VTI across all expirations is 89,639.23 shares per 1% move, with 112,126.15 from calls and 22,486.92 from puts. The put-call GEX ratio of 0.20 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.

VTI GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Sep 19, 25 53,097.3 -6,809.92 46,287.38 0.13
Sep 26, 25 7,055.59 -2,118.14 4,937.45 0.30
Oct 3, 25 2,435.76 -547.93 1,887.83 0.22
Oct 10, 25 1,013.12 -1,070.06 -56.94 1.06
Oct 17, 25 9,208.37 -1,209.17 7,999.2 0.13
Oct 24, 25 301.17 -240.87 60.3 0.80
Dec 19, 25 12,512.34 -2,296.6 10,215.74 0.18
Jan 16, 26 20,240.87 -5,357.4 14,883.47 0.26
Mar 20, 26 1,732.23 -616.56 1,115.67 0.36
Jan 15, 27 4,529.4 -2,220.27 2,309.13 0.49