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Vanguard Long-Term Treasury ETF VGLT 52.34 0.27 0.52%

VGLT Gamma Exposure (GEX)

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

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ATM IV
0.0703
Put Call Ratio (OI)
0.166
Put Call Ratio (Vol)
0.532
IV Rank
4.46
IV Percentile
12.3
Max Pain
52

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
-15.6
15.6
View values by strike
VGLT · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
45.00 0 -591
46.00 0 -367
48.00 1.58 K -4.11 K
49.00 0 -2.16 K
50.00 6.38 K -16.2 K
51.00 2.98 K -30.2 K
52.00 447 K -62.5 K
53.00 527 K -50.9 K
54.00 83.9 K -6.03 K
55.00 22.4 K -1.73 K
56.00 37.5 K -2.95 K
57.00 36.7 K 0
58.00 17.4 K 0
59.00 11.5 K 0
60.00 14 K -94.9
61.00 1.2 K 0