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Vanguard Long-Term Corporate Bond ETF VCLT 71.71 0.52 0.73%

VCLT Gamma Exposure (GEX)

VCLT (Vanguard Long-Term Corporate Bond ETF): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.0845
Put Call Ratio (OI)
0.37
Put Call Ratio (Vol)
0.62
IV Rank
20.8
IV Percentile
29.4
Max Pain
71

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
-14.4
14.4
View values by strike
VCLT · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
63.00 0 -124
64.00 0 -2.26 K
65.00 0 -4.78 K
66.00 0 -1.07 K
67.00 0 -2.13 K
68.00 345 -23.3 K
69.00 7.75 K -20.1 K
70.00 8.52 K -37.5 K
71.00 105 K -144 K
72.00 559 K -337 K
73.00 87 K -12 K
74.00 586 K -5.87 K
75.00 57.4 K -6.04 K
76.00 32.6 K 0
77.00 15.5 K 1.12e-7
78.00 14.5 K -5.16 K
79.00 1.07 K 0
80.00 319 0
81.00 0 -279
82.00 0 -125
84.00 0 -415
85.00 0 -192