(VXX)
CBOE: VXX
· Real-Time Price · USD
39.02
-0.16 (-0.41%)
At close: Aug 15, 2025, 3:00 PM
VXX Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for VXX across all expirations is -437.15 shares per 1% move, with 134,140.82 from calls and 134,577.97 from puts. The put-call GEX ratio of 1.00 reflects balanced positioning between puts and calls. The highest gamma concentration is at the Sep 19, 25 expiration with 9,215.38 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.
VXX GEX Table
Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 22, 25 | 28,983.26 | -25,821.03 | 3,162.23 | 0.89 |
Aug 29, 25 | 16,252.71 | -24,272.79 | -8,020.08 | 1.49 |
Sep 5, 25 | 4,726.53 | -7,186.16 | -2,459.63 | 1.52 |
Sep 12, 25 | 3,929.21 | -7,123.47 | -3,194.26 | 1.81 |
Sep 19, 25 | 50,140.4 | -40,925.02 | 9,215.38 | 0.82 |
Sep 26, 25 | 1,260.77 | -1,507.54 | -246.77 | 1.20 |
Oct 17, 25 | 8,784.7 | -7,248.96 | 1,535.74 | 0.83 |
Nov 21, 25 | 153.42 | -118.9 | 34.52 | 0.77 |
Dec 19, 25 | 7,105.94 | -3,952 | 3,153.94 | 0.56 |
Jan 16, 26 | 9,395.98 | -14,107.48 | -4,711.5 | 1.50 |
Mar 20, 26 | 1,868.25 | -850.38 | 1,017.87 | 0.46 |
Jan 15, 27 | 1,539.65 | -1,464.24 | 75.41 | 0.95 |