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Vulcan Materials Company(Holding Company) VMC 246.2 5.37 2.23%

VMC Gamma Exposure (GEX)

VMC (Vulcan Materials Company(Holding Company)): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.273
Put Call Ratio (OI)
0.241
Put Call Ratio (Vol)
0.269
IV Rank
23
IV Percentile
43
Max Pain
260

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
-234.1
234.1
View values by strike
VMC · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
155.00 143 -459
160.00 66.2 -51.4
165.00 627 -57.7
170.00 117 0
175.00 94.5 -295
180.00 839 -168
185.00 330 -1.16 K
190.00 1.5 K -1.93 K
195.00 202 -1.19 K
200.00 1.43 K -7.5 K
210.00 332 -8.79 K
220.00 1.68 K -18.4 K
230.00 804 -36.7 K
240.00 65.7 K -151 K
250.00 48.1 K -213 K
260.00 532 K -98.2 K
270.00 207 K -99.8 K
280.00 515 K -125 K
290.00 65.8 K -1.46 K
300.00 106 K 0
310.00 159 K 0
320.00 131 K 0
330.00 14.3 K 0
340.00 5.29 K 0
350.00 42.6 K 0
360.00 11.9 K 0
370.00 6.39 K 0
380.00 5.89 K 0
390.00 651 0
400.00 11 K 0
410.00 268 0
420.00 399 0
430.00 246 0
440.00 121 0
450.00 42.7 0
460.00 40.6 0
470.00 38.7 0
480.00 111 0