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Vanguard Long-Term Bond ETF BLV 65.58 0.42 0.64%

BLV Gamma Exposure (GEX)

BLV (Vanguard Long-Term Bond ETF): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.0856
Put Call Ratio (OI)
0.383
Put Call Ratio (Vol)
0.449
IV Rank
17.8
IV Percentile
39.1
Max Pain
65

Gamma exposure (2026-09-21)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
25.0
179.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-12.4
12.4
View values by strike
BLV · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
58.00 0 -224
59.00 0 -286
60.00 0 -953
61.00 0 -1.03 K
62.00 0 -8.06 K
63.00 0 -5.89 K
64.00 0 -5.44 K
65.00 29.3 K -7.48 K
66.00 57.8 K -7.03 K
67.00 47.6 K -12.9 K
68.00 23.3 K -761
69.00 796 -603
70.00 2.87 K 0
71.00 1.79 K -196
72.00 1.5 K 0
73.00 1.05 K -141
75.00 1.1 K 0