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VSE Corp VSEC 163.96 1.0 0.61%

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ATM IV
0.683
Put Call Ratio (OI)
5.21
Put Call Ratio (Vol)
1.46
IV Rank
73.4
IV Percentile
93
Max pain
160

Gamma exposure (2026-11-04)

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}
16.0
163.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-194.0
194.0
View values by strike
VSEC · Gamma exposure · 2026-11-04. USD of exposure per 1% underlying move.
StrikeCallsPuts
85.00 0 -32.8
90.00 0 -27.6
95.00 27.4 -54.4
100.00 0 -217
105.00 0 -189
110.00 66.7 -2.59 K
115.00 -3.01e-6 -13.6 K
120.00 0 -95.3
125.00 0 -10.9 K
130.00 3.69 K -838
135.00 0 -334 K
140.00 478 -2.33 K
145.00 12.7 K -32.4 K
150.00 5.15 K -44.5 K
155.00 12.6 K -6.77 K
160.00 39 K -756 K
165.00 4.32 K -4.59 K
170.00 2.78 K -7.12 K
175.00 9.02 K -238
180.00 7.82 K -2.48 K
185.00 7.86 K -2.38 K
190.00 1.93 K -234
195.00 8 K 0
200.00 5.84 K -657
210.00 22.5 K -197
220.00 9.64 K -871
230.00 828 0
240.00 411 0
250.00 1.82 K 0
260.00 11.6 K 0
270.00 5.14 K 0
280.00 165 0
290.00 155 0
300.00 118 0
310.00 89.1 0
320.00 31.7 0
330.00 49.3 0
340.00 113 0
350.00 63.5 0