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Vanguard FTSE Pacific ETF VPL 118.5 2.61 2.25%

VPL Gamma Exposure (GEX)

VPL (Vanguard FTSE Pacific ETF): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.284
Put Call Ratio (OI)
0.283
Put Call Ratio (Vol)
0.182
IV Rank
28.2
IV Percentile
63.1
Max Pain
114

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
-63.0
63.0
View values by strike
VPL · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
55.00 0 -66.9
60.00 194 -102
65.00 0 -163
70.00 0 -24.9
75.00 255 -78.6
80.00 0 -198
85.00 0 -57.3
90.00 84.3 -387
95.00 -6.86e-6 -1.71 K
96.00 0 -121
97.00 129 0
98.00 272 -136
100.00 451 -1.71 K
102.00 1.06 K -171
103.00 738 -178
104.00 590 -2.45 K
105.00 8.99 K 0
106.00 364 0
107.00 9.91 K -465
108.00 494 -241
109.00 256 -2.01 K
110.00 22.3 K -371
111.00 0 -275
112.00 8.11 K 0
113.00 618 -1.03 K
114.00 0 -4.83 K
115.00 940 -2.41 K
116.00 352 -344
118.00 6.49 K 0
120.00 20.4 K -642
121.00 717 0
122.00 755 -547
123.00 2.92 K 0
125.00 7.6 K 0
130.00 284 0
135.00 1.35 K 0
140.00 697 0
145.00 1.92 K 0
150.00 854 0
155.00 242 0
160.00 69.6 0