AMEX: VTI · Real-Time Price · USD
316.44
-0.75 (-0.24%)
At close: Aug 15, 2025, 3:59 PM
316.66
0.07%
After-hours: Aug 15, 2025, 07:56 PM EDT

VTI Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for VTI across all expirations is 77,429.68 shares per 1% move, with 94,494.06 from calls and 17,064.38 from puts. The put-call GEX ratio of 0.18 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness. The highest gamma concentration is at the Sep 19, 25 expiration with 32,360 net GEX, which may act as a magnet point for price action. Near-term exposure for Aug 22, 25 suggests potential support from positive gamma hedging flows.

VTI GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Aug 22, 25 11,561.6 -2,090.14 9,471.46 0.18
Aug 29, 25 6,407.35 -1,060.43 5,346.92 0.17
Sep 5, 25 4,594.01 -364.48 4,229.53 0.08
Sep 12, 25 1,074.27 -212.1 862.17 0.20
Sep 19, 25 36,661.47 -4,301.47 32,360 0.12
Sep 26, 25 344.12 -162.59 181.53 0.47
Oct 17, 25 0 0 0 n/a
Dec 19, 25 9,675.34 -1,880.2 7,795.14 0.19
Jan 16, 26 19,088.16 -3,604.87 15,483.29 0.19
Mar 20, 26 1,194.6 -190.48 1,004.12 0.16
Jan 15, 27 3,893.14 -3,197.62 695.52 0.82