Closed
⌘K
Sign in Sign up

Vanguard U VFVA 156.35 0.09 0.06%

VFVA Gamma Exposure (GEX)

VFVA (Vanguard U): 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
0.297
Put Call Ratio (OI)
Put Call Ratio (Vol)
IV Rank
21.2
IV Percentile
64.5
Max Pain
140

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
-21.4
21.4
View values by strike
VFVA · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
140.00 0 -300
146.00 0 -370