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

VBR Options Support & Resistance

VBR (Vanguard Morningstar Small-Cap Value ETF): Explore options-derived support and resistance levels, call walls and put walls. 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

Option Walls

A gamma wall is a strike where dealer gamma is concentrated.

Price often pauses or reverses there because dealers must hedge aggressively when the underlying crosses it. Walls above spot tend to act as resistance; walls below spot tend to act as support.

See also: Gamma exposure (GEX)

$225 Key Put Strike 2 $235 Call Wall $240 Put Wall $250 Key Put Strike 3 $260 Key Call Strike 2 $275 Key Call Strike 1