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Vodafone Group PLC VOD 17.02 0.07 0.41%

VOD Gamma Exposure (GEX)

VOD (Vodafone Group PLC): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.299
Put Call Ratio (OI)
0.0926
Put Call Ratio (Vol)
1.18
IV Rank
8.55
IV Percentile
46
Max Pain
16

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}
4.0
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-14.0
14.0
View values by strike
VOD · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
3.00 2.69 0
5.00 371 0
6.00 145 0
7.00 397 0
8.00 933 -78.5
9.00 503 0
10.00 12.9 K -16.6 K
11.00 93.4 -270
12.00 14.3 K -24.9 K
13.00 33.9 K -2.35 K
14.00 33.8 K -45.2 K
15.00 593 K -55.7 K
16.00 77.6 K -88.2 K
16.50 414 -151
17.00 371 K -46.6 K
17.50 4.77 K -138
18.00 320 K -1.91 K
19.00 70.3 K -133
19.50 0 -60.8
20.00 2.36 M -228
21.00 5.66 K 0
22.00 87.5 K -832
23.00 616 0
24.00 0 -13.6
25.00 162 K 0