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Vanguard International Dividend Appreciation ETF VIGI 96.65 0.61 0.64%

VIGI Gamma Exposure (GEX)

VIGI (Vanguard International Dividend Appreciation ETF): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.164
Put Call Ratio (OI)
0.125
Put Call Ratio (Vol)
0.152
IV Rank
15.9
IV Percentile
37
Max Pain
91

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
-16.7
16.7
View values by strike
VIGI · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
86.00 0 -362
89.00 264 -509
90.00 239 0
91.00 2.28 K 0
92.00 1.41 K -2.14 K
95.00 7.5 K 0
96.00 9.51 K 0
97.00 1.8 K 0
98.00 1.92 K 0
99.00 2.91 K 0
100.00 389 0
101.00 328 0
102.00 2.48 K 0
103.00 770 0
104.00 1.97 K 0