Inverse VIX Short-Term Futures ETNs due March 22, 2045 (VYLD) 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.

Inverse VIX Short-Term Futures ETNs due March 22, 2045 (VYLD) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $2.8M, listed on AMEX, carrying a beta of 0.68 to the broader market. The investment seeks to provide exposure to the daily returns of the S&P500 VIX Short-Term Futures Points-Change Inverse Daily Index. public since 2025-03-20.

Greeks exposure analysis shows dealer hedging pressure across strike prices for all six Greeks. No recent options activity for VYLD as of 2026-06-02; 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 →