Closed
⌘K
Sign in Sign up

Vanguard FTSE All-World EX-US Small-Cap VSS 159.02 1.62 1.03%

VSS Gamma Exposure (GEX)

VSS (Vanguard FTSE All-World EX-US Small-Cap): 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
0.205
Put Call Ratio (OI)
0.65
Put Call Ratio (Vol)
0.684
IV Rank
17.5
IV Percentile
29.1
Max Pain
146

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
-84.1
84.1
View values by strike
VSS · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
146.00 0 -2.66 K
147.00 435 0
149.00 1.49 K 0
152.00 1.82 K 0
155.00 0 -2.24 K
157.00 1.54 K 0
160.00 8.44 K 0