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Vanguard High Dividend Yield ETF VYM 160.0 0.74 0.46%

VYM Gamma Exposure (GEX)

VYM (Vanguard High Dividend Yield ETF): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.113
Put Call Ratio (OI)
0.121
Put Call Ratio (Vol)
0.0891
IV Rank
27.4
IV Percentile
31.1
Max Pain
156

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
207.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-79.5
79.5
View values by strike
VYM · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
80.00 0 -32.3
85.00 0 -171
90.00 0 -54.3
95.00 0 -31.8
100.00 0 -39
105.00 62.3 -42.5
110.00 9.53 K -401
115.00 478 -123
120.00 792 -1.29 K
125.00 13.6 K -221
130.00 3.94 K -4.26 K
135.00 52.2 K -10.8 K
140.00 339 K -28.4 K
141.00 0 -243
142.00 30.5 K -14.3 K
143.00 0 -1.21 K
144.00 6.86 K -13.6 K
145.00 426 K -53.1 K
146.00 118 K -17.4 K
147.00 1.69 K -47.4 K
148.00 2.39 K -12.6 K
149.00 232 K -3.19 K
150.00 438 K -82.6 K
151.00 68.1 K -34.2 K
152.00 165 K -75.7 K
153.00 29.6 K -255 K
154.00 10.9 K -141 K
155.00 114 K -410 K
156.00 37.1 K -47 K
157.00 104 K -39.7 K
158.00 70.6 K -58.2 K
159.00 41 K -137 K
160.00 613 K -267 K
161.00 58.9 K -26.8 K
162.00 122 K -134 K
163.00 127 K -38.4 K
164.00 102 K -13 K
165.00 584 K -15 K
166.00 48.3 K -3.19 K
167.00 74.8 K -2.65 K
168.00 155 K -1.69 K
169.00 41.6 K -2.61 K
170.00 223 K 0
175.00 3.46 M 0
176.00 16.8 K 0
180.00 29.3 K 0
185.00 1.3 K 0