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Vanguard Real Estate ETF VNQ 93.87 0.96 1.03%

VNQ Gamma Exposure (GEX)

VNQ (Vanguard Real Estate ETF): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.154
Put Call Ratio (OI)
1.51
Put Call Ratio (Vol)
1.04
IV Rank
33.8
IV Percentile
34.3
Max Pain
95

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
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-51.2
51.2
View values by strike
VNQ · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
45.00 0 -2.88 K
50.00 0 -1.11 K
55.00 0 -2.18 K
60.00 0 -422
65.00 0 -1.24 K
70.00 0 -4.75 K
71.00 0 -713
72.00 0 -343
73.00 0 -938
74.00 0 -68.6
75.00 1.1 K -149 K
76.00 0 -871
77.00 0 -690
78.00 0 -479
79.00 0 -420
80.00 1.28 K -131 K
81.00 0 -526
82.00 0 -8.64 K
83.00 3.77 K -3.67 K
84.00 390 -10.8 K
85.00 21.8 K -113 K
86.00 11.6 K -21.4 K
87.00 28.7 K -90.2 K
88.00 9.75 K -289 K
89.00 55 K -265 K
90.00 128 K -403 K
91.00 131 K -303 K
92.00 48.1 K -289 K
93.00 35.5 K -515 K
94.00 188 K -693 K
95.00 573 K -226 K
96.00 233 K -105 K
97.00 191 K -34.1 K
98.00 357 K -186 K
99.00 98 K -11.4 K
100.00 740 K -482 K
101.00 43.4 K -938
102.00 36.2 K -12.9 K
103.00 28 K -6.09 K
104.00 70.6 K 0
105.00 80.5 K -11.2 K
106.00 13.4 K -3.28 K
107.00 5 K 0
108.00 4.96 K -2.38 K
109.00 5.87 K 0
110.00 48.1 K -8.22 K
115.00 9.92 K 0
120.00 6.52 K 0