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Vanguard Russell 1000 Value ETF VONV 111.59 0.76 0.68%

VONV Gamma Exposure (GEX)

VONV (Vanguard Russell 1000 Value ETF): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.0985
Put Call Ratio (OI)
0.0182
Put Call Ratio (Vol)
0.0182
IV Rank
2.61
IV Percentile
12.4
Max Pain
113

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
179.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-41.6
41.6
View values by strike
VONV · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
92.00 115 0
94.00 134 0
101.00 465 0
106.00 902 0
107.00 2.12 K 0
108.00 488 -424
112.00 440 0
113.00 1.6 K 0
115.00 1.29 K 0
116.00 29.4 K 0