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Vanguard International High Dividend Yield VYMI 104.41 1.28 1.24%

VYMI Gamma Exposure (GEX)

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

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ATM IV
0.0986
Put Call Ratio (OI)
0.278
Put Call Ratio (Vol)
0.294
IV Rank
12.3
IV Percentile
5.56
Max Pain
105

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
242.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-54.1
54.1
View values by strike
VYMI · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
80.00 69.6 0
85.00 101 0
88.00 132 0
89.00 144 0
90.00 11.5 K -1.77 K
91.00 526 0
92.00 0 -348
93.00 0 -207
94.00 966 -2.25 K
95.00 1.36 K -259
97.00 1.08 K -298
98.00 0 -2.83 K
99.00 3 K -689
100.00 8.6 K -5.25 K
101.00 1.81 K 0
102.00 9.85 K -2.51 K
103.00 1.09 K -3.69 K
104.00 6.99 K -47.3 K
105.00 65.5 K -5.27 K
106.00 3.8 K -1.31 K
107.00 3.73 K 0
108.00 3.51 K 0
109.00 343 0
110.00 15.5 K 0
115.00 11.8 K 0