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Vanguard Morningstar Small-Cap Value ETF VBR 237.78 0.04 0.02%

VBR Gamma Exposure (GEX)

VBR (Vanguard Morningstar Small-Cap Value ETF): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.166
Put Call Ratio (OI)
0.145
Put Call Ratio (Vol)
0.196
IV Rank
32.6
IV Percentile
28
Max Pain
240

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
-88.7
88.7
View values by strike
VBR · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
175.00 90.1 -123
180.00 0 -479
185.00 530 0
198.00 210 -431
200.00 208 -1.04 K
205.00 9.56 K -331
210.00 0 -398
215.00 3.95 K -2.52 K
220.00 4.37 K -634
225.00 8.07 K -8.3 K
230.00 11 K -3.01 K
235.00 54.3 K -8.02 K
240.00 21.4 K -19.9 K
245.00 25.5 K -8.54 K
250.00 50 K -12.1 K
255.00 33.6 K -1.01 K
260.00 36.7 K -810
265.00 2.94 K -742
270.00 11.1 K 0
275.00 19.3 K 0
280.00 9.24 K 0
285.00 5.76 K 0
290.00 5.64 K 0
295.00 3.98 K 0
300.00 1.46 K 0
305.00 147 0