V.F. (VFC) options flow
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Options flow session · Last trade
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Session chart data
| Strike (USD) | Net GEX per 1% move (USD) |
|---|---|
| $10 | -$145,470 |
| $11 | -$128,583 |
| $13 | -$106,562 |
| $14 | -$1,858,320 |
| $16.50 | -$301,943 |
| $17.50 | $326,977 |
| $18 | -$452,410 |
| $20 | $784,222 |
| $22 | $235,471 |
| $22.50 | $101,143 |
| $25 | $758,868 |
| $30 | $611,162 |
VFC session snapshot
Bullflow recorded 7 VFC options trades on Tuesday, October 27, 2026, totaling $755,355 in premium. Calls made up $0.00 (0.0%) across 0 trades and puts $755.36K (100.0%) across 7 trades.
6 trades were sweeps and 1 were blocks. 6 filled at or above the ask, 1 at or below the bid and 0 at the mid. The largest was a $481,496 sweep of 9,728 Oct 30, 2026 $16 Put trade at 15:56:02 ET, filled at the above ask.
VFC closed at $17.03, up 0.47% from the prior close. Net gamma exposure was $54.05K per 1% move at the Oct 27, 2026, 15:59:22 ET snapshot; the largest positive GEX strike was $20.
- Company
- V.F. Corporation
- Exchange
- NYSE
- Sector
- Unavailable
- Close
- $17.03
VFC options flow statistics
- Total premium
- $755.36K
- Recorded trades
- 7
- Call premium
- $0.00
- Put premium
- $755.36K
- Put/call premium ratio
- Unavailable (no call premium)
- Avg premium per trade
- $107.91K
- Calls / puts (trades)
- 0 / 7
- Sweeps / blocks
- 6 / 1
- At or above ask
- 6
- At or below bid
- 1
- Largest trade
- $481.50K
- Last trade
Where the premium went
in calls
$755.36K · 7 trades
Premium
Trade type
Fill side
VFC largest options trades
| Time | Contract | C/P | Premium | Size | Fill | Type |
|---|---|---|---|---|---|---|
| VFC Oct 30, 2026 $16 | Put | $481,496 | 9,728 | Above Ask | Sweep | |
| VFC Oct 30, 2026 $17 | Put | $149,772 | 1,783 | Bid | Sweep | |
| VFC Oct 30, 2026 $17 | Put | $42,075 | 495 | Ask | Sweep | |
| VFC Oct 30, 2026 $16.50 | Put | $26,911 | 414 | Ask | Sweep | |
| VFC Nov 20, 2026 $16.50 | Put | $23,347 | 275 | Above Ask | Sweep | |
| VFC Oct 30, 2026 $16 | Put | $16,544 | 352 | Ask | Block | |
| VFC Oct 30, 2026 $16.50 | Put | $15,210 | 234 | Ask | Sweep |
2 of the 7 largest trades, $498.04K combined
The 7 largest trades total $755.36K of $755.36K
VFC gamma exposure
- Spot at snapshot
- $16.98
- Net GEX per 1% move
- $54.05K
- Largest positive strike
- $20
- Largest negative strike
- $14
Closing snapshot , 55 strikes across 16 expirations (Unavailable to Unavailable).
VFC options flow questions
What was the largest VFC options trade on October 27, 2026?
A $481,496 sweep of 9,728 VFC Oct 30, 2026 $16 Put trade at 15:56:02 ET, filled at the above ask. It was the largest of 7 trades Bullflow recorded for VFC that session.
How much VFC options premium traded on October 27, 2026?
$755,355 across 7 recorded sweeps and blocks: $0 in calls (0 trades) and $755,355 in puts (7 trades).
Was VFC options flow bullish or bearish on October 27, 2026?
Calls were 0.0% of premium. 1 of 7 trades filled at or below the bid and 6 at or above the ask. Premium and fill side do not show whether a trade opened or closed a position or was a hedge, so they do not establish direction on their own.
What are VFC's gamma exposure levels?
At the Oct 27, 2026 closing snapshot (15:59:22 ET, spot $16.98), VFC net GEX was $54.05K per 1% move. The largest positive GEX strike was $20. The largest negative GEX strike was $14. The snapshot covers 55 strikes and 16 expirations.
How often is VFC options flow data updated?
The page shows a completed session (October 27, 2026, last trade 15:56:41 ET) and updates after the next trading day becomes historical. Intraday VFC flow is in the Bullflow dashboard and API.
How to read this data
This summary covers recorded single-leg sweeps and blocks with positive premium, excluding cancelled trades. It describes the covered flow, not all options-market volume. Total premium is gross traded premium; it is not net buying pressure. The interactive dashboard can use different filters and may show different totals.
Calls, puts, and execution near the bid or ask provide context but do not establish whether a position was opened or closed, whether it was part of a hedge, or where the stock will move next. The session updates after the next trading day becomes historical.
Stock prices show regular-session candles delayed at least 15 minutes. The latest view refreshes during market hours; the flow-session view places recorded trades on their original date, using interpolated stock prices between candle samples. Gamma exposure shows its separately dated public closing snapshot.