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iPath Series B S&P 500 VXZ 46.03 -0.21 -0.45%

VXZ Gamma Exposure (GEX)

VXZ (iPath Series B S&P 500): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.34
Put Call Ratio (OI)
0.585
Put Call Ratio (Vol)
0.193
IV Rank
8.36
IV Percentile
17.9
Max Pain
40

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
269.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-44.0
44.0
View values by strike
VXZ · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
38.00 0 -48.3
39.00 0 -109
40.00 6.0e-6 -60
41.00 0 -82.8
43.00 0 -115
44.00 2.36 K -95.2
45.00 3.01 K -110
46.00 225 -330
47.00 3.79 K 0
48.00 214 0
49.00 309 -17.5 K
50.00 3.26 K 0
51.00 2.53 K -178
52.00 2.72 K -84.5
53.00 225 -236
54.00 140 0
55.00 0 -228
56.00 0 -250
57.00 0 -64.1
58.00 1 K -54.3
59.00 1.72 K -55.1
60.00 2.13 K -54.9
61.00 0 -49.2
62.00 44.3 0
65.00 34.8 -36.9
67.00 31 0
68.00 29 0
69.00 159 -35
70.00 120 -71.2
72.00 31.1 0
73.00 115 0
74.00 29.7 0
75.00 283 0
77.00 94 0
80.00 292 0
82.00 45.8 0
83.00 44.3 0
85.00 51.8 0
86.00 20.6 0
87.00 20.2 0
88.00 49.3 0
90.00 43.6 0