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Vornado Realty Trust VNO 35.58 0.68 1.95%

VNO Gamma Exposure (GEX)

VNO (Vornado Realty Trust): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.325
Put Call Ratio (OI)
0.327
Put Call Ratio (Vol)
0.543
IV Rank
14.6
IV Percentile
4.78
Max Pain
31

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
487.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-29.5
29.5
View values by strike
VNO · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
15.00 0 -252
20.00 1.43 K -2.95 K
21.00 0 -21.6
22.00 0 -25.2
23.00 201 -1.97 K
24.00 0 -33.7
25.00 132 -4.11 K
26.00 0 -115
27.00 0 -316
28.00 794 -6.19 K
29.00 0 -139
30.00 9.69 K -8.01 K
31.00 292 -43.2
32.00 75.3 -98.7
33.00 14.6 K -1.1 K
34.00 254 -531
35.00 68.5 K -32 K
36.00 14.4 K 0
37.00 14.8 K -5.03 K
38.00 535 -76.4
39.00 0 -126
40.00 74.7 K -7.34 K
41.00 706 0
42.00 11 K -1.9 K
43.00 48.9 0
44.00 44.5 0
45.00 43.4 K -1.92 K
46.00 35.7 0
47.00 649 -37.1
50.00 30.8 K -31.2
55.00 3.42 K 0
60.00 10.8 K 0
65.00 555 0