Free VMC GEX - Live Vulcan Materials Gamma Exposure
Free VMC GEX maps modeled gamma exposure across Vulcan Materials options. Select expirations to compare the call wall, put wall, gamma flip, and strike-level exposure around project demand, backlog, labor availability, and material costs.
How to use the VMC GEX tool
Search VMC
VMC is already entered. Keep it or enter another ticker, then select Search.
Select expirations
Choose one or more expiration dates to include.
Generate GEX
Select Generate GEX to view the chart and key levels.
Run up to 3 free GEX calculations per day.
What is Gamma Exposure (GEX)?
Gamma Exposure represents the sensitivity of an option's delta to changes in the underlying price. Market makers hedge their gamma exposure, creating support/resistance at high GEX strikes.
Key Levels:
- Call Wall: Strike with highest positive GEX (resistance)
- Put Wall: Strike with the largest put GEX, shown as the deepest negative bar (support)
- Gamma Flip: Where total GEX changes from negative to positive
Positive GEX: Market makers sell into rallies, buy into dips (stabilizing).
Negative GEX: Market makers buy into rallies, sell into dips (amplifying moves).
Select a ticker and expiration date, then click Generate GEX to see the analysis
Key levels
VMC GEX levels in detail
Data as of
Spot
$268.80
Call wall
$270
0.4% above spot
Put wall
$280
4.2% above spot
Gamma flip
No level
Net GEX
$2K
positive gamma
Largest gamma by strike
- $270 $837
- $280 $511
- $260 $422
- $300 $396
- $320 $156
Since the previous session (Oct 16)
- Spot up 4.4% ($257.44 to $268.80)
- Call wall $260 to $270
- Put wall $250 to $280
- Net GEX -$56 to $2K
Reviewed by the QuantWheel research team. Modeled from listed VMC options data; not observed dealer inventory and not a forecast. Read how we compute VMC GEX levels.
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Understanding VMC gamma exposure
Vulcan Materials operates in construction materials, so its options may reflect earnings alongside changes in project demand, backlog, labor availability, and material costs. Review the full VMC strike profile, including both positive and negative modeled exposure, before interpreting the displayed walls.
For VMC, compare a single expiration with a combined view before interpreting the call wall, put wall, or gamma flip. Changes in open interest and the contracts selected can shift the modeled profile. These levels describe the selected options data and do not predict where Vulcan Materials will trade.
New to the concept? Start with our guides to gamma in options and the options Greeks.
VMC GEX methodology and limitations
QuantWheel calculates VMC GEX from the selected expirations, available options data and the formula displayed in the calculator. The result summarizes modeled gamma exposure by strike.
GEX is a model output, not observed dealer inventory or a price forecast. Open interest does not identify who owns an option, and the displayed call wall, put wall and gamma flip can change when the inputs or selected expirations change.
VMC GEX FAQ
What is VMC GEX?
VMC GEX estimates gamma exposure across listed VMC options using option gamma and open interest. It helps you compare how modeled exposure is distributed by strike and expiration. VMC GEX does not reveal actual dealer positions or predict where VMC will trade.
How do I read the VMC call wall and put wall?
QuantWheel labels the VMC call wall as the strike with the largest positive modeled GEX and the VMC put wall as the strike with the largest negative modeled GEX in your selected data. Compare both with the VMC price and expiration choices. They are reference levels, not guaranteed support or resistance.
What is the VMC gamma flip?
The VMC gamma flip is the price where modeled net gamma crosses zero for the selected VMC options data. Compare it with the current price and the shape of the strike chart. The VMC gamma flip is a model output, not a trading signal.
Which expirations should I use for VMC GEX?
Start with the nearest VMC expiration to study short-dated positioning, then add later expirations to compare a broader part of the options chain. Each selection changes which VMC contracts are included, so compare one expiration with a combined view before drawing conclusions.
Is the VMC GEX calculator free?
Yes. You can run up to three free VMC GEX calculations per day on the public tool. After using those calculations, continue for free in the GEX demo. Check the current QuantWheel pricing page for plan access details.