Closed
⌘K
Sign in Sign up

Vanguard S&P Mid-Cap 400 ETF IVOO 124.38 0.42 0.34%

IVOO Gamma Exposure (GEX)

IVOO (Vanguard S&P Mid-Cap 400 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
0.5
Put Call Ratio (OI)
0.0417
Put Call Ratio (Vol)
0.0556
IV Rank
36.4
IV Percentile
93
Max Pain
113

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
207.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-44.5
44.5
View values by strike
IVOO · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
113.00 0 -276
120.00 754 0
127.00 6.84 K 0
129.00 4.84 K 0
130.00 1.73 K 0
133.00 413 0