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Vanguard Mortgage-Backed Securities ETF VMBS 45.73 0.48 1.07%

VMBS Gamma Exposure (GEX)

VMBS (Vanguard Mortgage-Backed Securities ETF): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.0821
Put Call Ratio (OI)
40
Put Call Ratio (Vol)
29
IV Rank
2.38
IV Percentile
16.5
Max Pain
48

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
-10.6
10.6
View values by strike
VMBS · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
44.00 0 -1.35 K
45.00 0 -4.76 K
46.00 0 -2.31 K
47.00 0 -1.24 K
48.00 0 -778