Thayer Ventures Acquisition Corporation II Class A Ordinary Shares (TVAI) 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.

Thayer Ventures Acquisition Corporation II Class A Ordinary Shares (TVAI) operates in the Financial Services sector, specifically the Shell Companies industry, with a market capitalization near $279.8M, listed on NASDAQ, carrying a beta of -0.02 to the broader market. A blank-check SPAC formed in the Cayman Islands, targeting mergers or business combinations, particularly in travel & transportation tech. Led by Christopher R. Hemmeter, public since 2025-07-02.

Greeks exposure analysis shows dealer hedging pressure across strike prices for all six Greeks. No recent options activity for TVAI 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 →