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Vanguard Consumer Discretionary ETF VCR 374.92 2.96 0.8%

VCR Gamma Exposure (GEX)

VCR (Vanguard Consumer Discretionary ETF): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.187
Put Call Ratio (OI)
0.136
Put Call Ratio (Vol)
0.298
IV Rank
21.6
IV Percentile
22.2
Max Pain
365

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
-183.2
183.2
View values by strike
VCR · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
275.00 175 0
290.00 0 -752
305.00 0 -322
310.00 0 -372
315.00 0 -851
320.00 9.35 K 0
330.00 0 -1.22 K
335.00 618 -635
340.00 39.3 K 0
350.00 8.87 K -3.1 K
355.00 0 -1.4 K
360.00 1.27 K 0
365.00 8.54 K -2.28 K
370.00 0 -3.63 K
375.00 4.94 K 0
380.00 1.06 K 0
390.00 9.14 K 0
395.00 4.87 K 0
400.00 5.26 K 0
405.00 1.34 K 0
415.00 669 0
420.00 930 0
425.00 609 0
440.00 2.02 K 0
450.00 1.4 K 0
460.00 288 0
470.00 816 0
480.00 461 0
490.00 442 0
515.00 184 0