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iPath Series B S&P 500 VXX 17.68 -0.08 -0.44%

VXX Gamma Exposure (GEX)

VXX (iPath Series B S&P 500): 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
0.626
Put Call Ratio (OI)
0.387
Put Call Ratio (Vol)
0.525
IV Rank
36.7
IV Percentile
29.8
Max Pain
18

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}
4.0
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-107.3
107.3
View values by strike
VXX · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
1.00 0 -53.3
2.00 0 -18.1
3.00 0 -2.68
4.00 0 -9.32
5.00 13 -300
6.00 0 -44.8
7.00 3.23e-8 -90.5
8.00 186 -666
9.00 1.78 K -635
10.00 368 -10.8 K
11.00 59.9 -3.94 K
12.00 80.3 -7.79 K
13.00 421 -4.66 K
13.50 0 -11
14.00 568 -30.6 K
14.50 0 -8.31 K
15.00 22 K -438 K
15.50 137 -19.1 K
16.00 89.8 K -216 K
16.50 3.19 K -69.4 K
17.00 298 K -316 K
17.50 116 K -300 K
18.00 911 K -459 K
18.50 256 K -18.1 K
19.00 578 K -86.1 K
19.50 380 K -4.34 K
20.00 1.11 M -221 K
20.50 36.4 K -58.5
21.00 245 K -13.1 K
21.50 127 K -261
22.00 205 K -24.9 K
22.50 88.4 K -3.68 K
23.00 111 K -84 K
23.50 2.69 K -19.1 K
24.00 134 K -13.4 K
24.50 20.5 K -632
25.00 120 K -37.2 K
25.50 6.25 K -138
26.00 16.2 K -5.24 K
27.00 10.3 K -7.21 K
28.00 156 K -5.94 K
29.00 65.3 K -4.55 K
30.00 103 K -48.5 K
31.00 79.1 K -3.19 K
32.00 31.7 K -3.73 K
33.00 16.2 K -3.14 K
34.00 58.2 K -12.6 K
35.00 28.8 K -9.08 K
36.00 16.5 K -11.1 K
37.00 4.32 K -2.37 K
38.00 15.3 K -2.35 K
39.00 2.03 K -1.07 K
40.00 36.1 K -8.85 K
41.00 4.54 K -1.91 K
42.00 567 -1.25 K
43.00 956 -1.15 K
44.00 366 -848
45.00 4.01 K -1.32 K
46.00 562 -690
47.00 141 -1.53 K
48.00 683 -2.15 K
49.00 1.76 K -1.6 K
50.00 21.2 K -8.6 K
51.00 381 -43.3
52.00 159 -68.3
53.00 102 -114
54.00 39 -18.3
55.00 292 -220
56.00 91.6 -5.23
57.00 11.6 -12.6
58.00 67.1 -1.26 K
59.00 380 -4.85
60.00 1.71 K -1.48 K
61.00 18.8 -4.73
62.00 363 0
63.00 73.4 -38.5
64.00 150 -364
65.00 3.46 K -261
66.00 16.5 0
67.00 13 -54.7
68.00 25.6 0
69.00 205 -260
70.00 906 -139
71.00 14 0
72.00 22.7 -4.03
73.00 25.3 -3.99
74.00 22.2 0
75.00 224 -31.5
76.00 43.1 0
77.00 26.7 0
78.00 60.2 0
79.00 93.4 0
80.00 1.95 K -17.8
81.00 40.7 0
82.00 101 0
83.00 80.7 0
84.00 37.6 0
85.00 78.4 -3.47
86.00 29.4 0
87.00 20.2 0
88.00 53.3 0
89.00 52.9 0
90.00 342 -13.6
95.00 191 0
100.00 2.08 K -109
105.00 60.7 0
110.00 12.5 0
115.00 43.9 0
120.00 164 -6.29
125.00 2.62 K -65.5