Pre-market
⌘K
Sign in Sign up

Vera Bradley VRA 4.2 -0.05 -1.12%

VRA Gamma Exposure (GEX)

VRA (Vera Bradley): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
1.68
Put Call Ratio (OI)
0.191
Put Call Ratio (Vol)
1.28
IV Rank
27.2
IV Percentile
80.6
Max Pain
5

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
242.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-3.3
3.3
View values by strike
VRA · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.50 303 -144
5.00 5.29 K -213
7.50 1.68 K 0