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Vanguard Mortgage-Backed Securities ETF VMBS 45.73 0.48 1.07%

VMBS Options Support & Resistance

VMBS (Vanguard Mortgage-Backed Securities ETF): Explore options-derived support and resistance levels, call walls and put walls. 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

Option Walls

A gamma wall is a strike where dealer gamma is concentrated.

Price often pauses or reverses there because dealers must hedge aggressively when the underlying crosses it. Walls above spot tend to act as resistance; walls below spot tend to act as support.

See also: Gamma exposure (GEX)

$38 Key Put Strike 1 $44 Key Call Strike 3 $45 Put Wall $46 Key Put Strike 3 $48 Max Pain $49 Call Wall