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Vanguard Morningstar Small-Cap Value ETF VBR 241.94 -7.32 -2.94%

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ATM IV
0.204
Put Call Ratio (OI)
0.108
Put Call Ratio (Vol)
0.218
IV Rank
50.7
IV Percentile
77.6
Max pain
230

Gamma exposure (2026-11-05)

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}
15.0
224.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-91.9
91.9
View values by strike
VBR · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
175.00 227 -77.7
180.00 0 -516
185.00 2.43 K 0
198.00 221 -478
200.00 491 -729
205.00 9.26 K -291
210.00 705 -1.35 K
215.00 2.68 K -1.76 K
220.00 4.46 K -3.61 K
225.00 11.5 K -7.24 K
230.00 13.9 K -27.7 K
235.00 62.5 K -10.2 K
240.00 72.6 K -20.4 K
245.00 208 K -1.58 K
250.00 364 K -16.5 K
255.00 78.1 K 0
260.00 45.1 K -972
265.00 5.21 K 0
270.00 12.8 K 0
275.00 23.4 K 0
280.00 12.2 K 0
285.00 8.13 K 0
290.00 7.5 K 0
295.00 4.64 K 0
300.00 1.58 K 0
305.00 159 0