VNET Group, Inc. American Depositary Shares (VNET) options flow
Price delayed 15 minutes
Options flow session · Last trade
The optional price chart loads separately. Recorded options trades are available below.
Session chart data
| Strike (USD) | Net GEX per 1% move (USD) |
|---|---|
| $3 | -$13,325 |
| $4 | $8,773 |
| $5 | $23,510 |
| $6 | $24,376 |
| $7 | -$13,692 |
| $8 | -$5,086 |
| $9 | $1,441 |
| $10 | $5,519 |
| $12 | $14,670 |
| $15 | $8,650 |
| $20 | $2,681 |
| $27 | $800 |
VNET session snapshot
Bullflow recorded 2 VNET options trades on Wednesday, October 28, 2026, totaling $28,000 in premium. Calls made up $28.00K (100.0%) across 2 trades and puts $0.00 (0.0%) across 0 trades, a put/call premium ratio of 0.00.
1 trades were sweeps and 1 were blocks. 0 filled at or above the ask, 2 at or below the bid and 0 at the mid. The largest was a $18,000 sweep of 200 Jun 17, 2027 $4 Call trade at 10:52:53 ET, filled at the bid.
VNET closed at $3.71, down 1.59% from the prior close. Net gamma exposure was $60.76K per 1% move at the Oct 28, 2026, 15:59:13 ET snapshot; the largest positive GEX strike was $6.
- Company
- VNET Group, Inc. American Depositary Shares
- Exchange
- NASDAQ
- Sector
- Unavailable
- Close
- $3.71
VNET options flow statistics
- Total premium
- $28.00K
- Recorded trades
- 2
- Call premium
- $28.00K
- Put premium
- $0.00
- Put/call premium ratio
- 0.00
- Avg premium per trade
- $14.00K
- Calls / puts (trades)
- 2 / 0
- Sweeps / blocks
- 1 / 1
- At or above ask
- 0
- At or below bid
- 2
- Largest trade
- $18.00K
- Last trade
Where the premium went
in calls
$28.00K · 2 trades
Premium
Trade type
Fill side
VNET largest options trades
| Time | Contract | C/P | Premium | Size | Fill | Type |
|---|---|---|---|---|---|---|
| VNET Jun 17, 2027 $4 | Call | $18,000 | 200 | Bid | Sweep | |
| VNET Jun 17, 2027 $4 | Call | $10,000 | 100 | Bid | Block |
2 of the 2 largest trades, $28.00K combined
The 2 largest trades total $28.00K of $28.00K
VNET gamma exposure
- Spot at snapshot
- $3.70
- Net GEX per 1% move
- $60.76K
- Largest positive strike
- $6
- Largest negative strike
- $7
Closing snapshot , 24 strikes across 8 expirations (Unavailable to Unavailable).
VNET options flow questions
What was the largest VNET options trade on October 28, 2026?
A $18,000 sweep of 200 VNET Jun 17, 2027 $4 Call trade at 10:52:53 ET, filled at the bid. It was the largest of 2 trades Bullflow recorded for VNET that session.
How much VNET options premium traded on October 28, 2026?
$28,000 across 2 recorded sweeps and blocks: $28,000 in calls (2 trades) and $0 in puts (0 trades).
Was VNET options flow bullish or bearish on October 28, 2026?
Calls were 100.0% of premium (put/call premium ratio 0.00). 2 of 2 trades filled at or below the bid and 0 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 VNET's gamma exposure levels?
At the Oct 28, 2026 closing snapshot (15:59:13 ET, spot $3.70), VNET net GEX was $60.76K per 1% move. The largest positive GEX strike was $6. The largest negative GEX strike was $7. The snapshot covers 24 strikes and 8 expirations.
How often is VNET options flow data updated?
The page shows a completed session (October 28, 2026, last trade 10:52:53 ET) and updates after the next trading day becomes historical. Intraday VNET 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.