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Vanguard California Tax-Exempt Bond ETF VTEC 96.26 0.18 0.19%

VTEC Gamma Exposure (GEX)

VTEC (Vanguard California Tax-Exempt Bond ETF): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.0976
Put Call Ratio (OI)
0.246
Put Call Ratio (Vol)
0.318
IV Rank
26.6
IV Percentile
74.3
Max Pain
99

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
-12.9
12.9
View values by strike
VTEC · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
94.00 0 -1.85 K
98.00 0 -7.98 K
99.00 17.1 K -1.37 K
101.00 14.9 K 0