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Vanguard Total Bond Market BND 71.35 0.15 0.21%

BND Gamma Exposure (GEX)

BND (Vanguard Total Bond Market): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.0556
Put Call Ratio (OI)
0.54
Put Call Ratio (Vol)
0.77
IV Rank
32.3
IV Percentile
73.5
Max Pain
72

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
-12.6
12.6
View values by strike
BND · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
63.00 0 -617
64.00 112 -853
65.00 0 -4.62 K
66.00 0 -3.47 K
67.00 0 -13.3 K
68.00 0 -20.3 K
69.00 1.45 K -34.9 K
70.00 17.2 K -23.9 K
71.00 33.5 K -101 K
72.00 290 K -81.3 K
73.00 184 K -12.8 K
74.00 59 K -5.19 K
75.00 58.5 K -695
76.00 11.2 K 0
77.00 2.13 K 0
78.00 534 0