Pre-market
⌘K
Sign in Sign up

Vanguard Short-Term Bond ETF BSV 76.48 -0.17 -0.22%

BSV Gamma Exposure (GEX)

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

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.0318
Put Call Ratio (OI)
0.0823
Put Call Ratio (Vol)
0.0694
IV Rank
8.91
IV Percentile
36.8
Max Pain
77

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
-10.3
10.3
View values by strike
BSV · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
75.00 1.58 K 0
76.00 0 -5.58 K
77.00 73.2 K -22.1 K
78.00 144 K -1 K