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Vanguard Morningstar Mega Cap ETF MGC 286.7 4.98 1.77%

MGC Gamma Exposure (GEX)

MGC (Vanguard Morningstar Mega Cap ETF): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.115
Put Call Ratio (OI)
0.0505
Put Call Ratio (Vol)
0.213
IV Rank
7.6
IV Percentile
3.1
Max Pain
170

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
-146.9
146.9
View values by strike
MGC · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
170.00 -3.61e-5 0
185.00 0 -317
200.00 0 -74.1
205.00 0 -208
250.00 0 -369
255.00 -2.12e-5 0
260.00 6.12 K 0
265.00 12.2 K 0
275.00 20.8 K -1.55 K
280.00 6.08 K 0
285.00 171 K 0
290.00 0 -1.1 K
300.00 3.09 K 0