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Vanguard Short-Term Corporate Bond ETF VCSH 77.79 0.12 0.15%

VCSH Gamma Exposure (GEX)

VCSH (Vanguard Short-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
0.0376
Put Call Ratio (OI)
2.11
Put Call Ratio (Vol)
6.56
IV Rank
2.56
IV Percentile
42.6
Max Pain
78

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
242.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-10.3
10.3
View values by strike
VCSH · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
74.00 0 -317
75.00 0 -46.7 K
77.00 0 -18.3 K
78.00 112 K -486 K
79.00 71.1 K -998
80.00 9.49 K -622