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Vipshop Holdings Limited VIPS 12.5 0.19 1.54%

VIPS Gamma Exposure (GEX)

VIPS (Vipshop Holdings Limited): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.361
Put Call Ratio (OI)
2.12
Put Call Ratio (Vol)
0.0994
IV Rank
17.3
IV Percentile
31.6
Max Pain
13

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
269.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-22.5
22.5
View values by strike
VIPS · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
8.00 0 -5.22
10.00 369 -4.72 K
11.00 2.32 K -301
12.00 6.15 K -54.3 K
13.00 10.1 K -190 K
14.00 4.93 K -7.26 K
15.00 11.1 K -44.6 K
16.00 7.39 K -25.2
17.00 4.82 K -117
18.00 555 0
19.00 8.48 0
20.00 4.01 K 0
21.00 28.2 0
22.00 6.5 K 0
23.00 30.3 0
24.00 5.68 0
25.00 279 0
27.00 547 0