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VersaBank Common Shares VBNK 22.79 0.0 0.0%

VBNK Gamma Exposure (GEX)

VBNK (VersaBank Common Shares): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
1.32
Put Call Ratio (OI)
0.0743
Put Call Ratio (Vol)
0.0356
IV Rank
9.51
IV Percentile
83
Max Pain
20

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
-20.3
20.3
View values by strike
VBNK · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
12.50 0 -6.24
15.00 142 0
17.50 684 -270
20.00 454 -442
22.50 12 K 0
25.00 1.34 K 0
30.00 1.8 K 0