Closed
⌘K
Sign in Sign up

Vanguard Consumer Staples ETF VDC 224.0 0.45 0.2%

VDC Gamma Exposure (GEX)

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

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.154
Put Call Ratio (OI)
0.763
Put Call Ratio (Vol)
3.07
IV Rank
26.3
IV Percentile
34
Max Pain
230

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
207.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-87.1
87.1
View values by strike
VDC · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
160.00 0 -1.18 K
185.00 0 -2.58 K
190.00 -8.73e-7 -2.15 K
195.00 0 -242
210.00 3.9 K 0
215.00 0 -10.8 K
220.00 6.78 K -3.57 K
225.00 2.63 K -3.11 K
230.00 49.2 K -41.3 K
235.00 23.5 K -4.9 K
240.00 16.4 K -2.43 K
245.00 9.12 K 0
250.00 835 0
255.00 2.04 K 0
260.00 1.27 K 0