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Vanguard Russell 2000 ETF VTWO 115.82 0.66 0.57%

VTWO Gamma Exposure (GEX)

VTWO (Vanguard Russell 2000 ETF): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.17
Put Call Ratio (OI)
0.311
Put Call Ratio (Vol)
0.252
IV Rank
11.3
IV Percentile
5.18
Max Pain
119

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
-64.2
64.2
View values by strike
VTWO · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
65.00 0 -41.8
70.00 0 -44.9
75.00 0 -128
80.00 0 -94.3
85.00 0 -57.7
90.00 321 0
95.00 238 0
98.00 289 -142
100.00 15.3 K -998
101.00 0 -901
103.00 852 0
105.00 5.93 K -4.24 K
106.00 3.49 K 0
108.00 2.53 K -322
109.00 369 -341
110.00 19.6 K -1.49 K
111.00 24.9 K -6.97 K
112.00 3.51 K -2.09 K
113.00 1.71 K -4.33 K
114.00 305 -1.09 K
115.00 3.16 K -71.3 K
116.00 4.06 K -2.52 K
117.00 1.23 K 0
118.00 7.31 K -14.7 K
119.00 10.6 K -1.27 K
120.00 18.3 K -6.79 K
121.00 6.3 K 0
122.00 8.11 K 0
123.00 10.3 K -4.08 K
124.00 11 K 0
125.00 25.5 K -13.7 K
127.00 902 0
128.00 2.09 K 0
129.00 254 0
130.00 15.4 K 0
135.00 3.27 K 0
140.00 3.93 K 0
145.00 2.82 K 0