Vanguard Core Tax-Exempt Bond E (VCRM) Gamma Exposure (GEX) & Greeks

Gamma exposure (GEX) analysis shows how options positioning creates dealer hedging pressure across strikes. Includes delta, vanna, charm, vomma, and vega exposure by strike price.

Vanguard Core Tax-Exempt Bond E (VCRM) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $1.26B, listed on CBOE, carrying a beta of 0.18 to the broader market. The Vanguard Core Tax-Exempt Bond ETF (VCRM) is an actively managed fund designed to achieve comprehensive returns through a combination of tax-free income and capital appreciation. public since 2024-11-21.

Greeks exposure analysis shows dealer hedging pressure across strike prices for all six Greeks. No recent options activity for VCRM as of 2026-08-31; this typically reflects low options liquidity, a recently listed name, or a temporary data feed delay. Snapshot will refresh on the next active session.

Learn how gamma exposure is reported and how to read the data →