Vishay Intertechnology (VSH) 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) |
|---|---|
| $17.50 | -$48,046 |
| $20 | -$39,269 |
| $22.50 | -$12,009 |
| $25 | -$57,630 |
| $30 | $144,836 |
| $35 | $144,140 |
| $40 | $30,545 |
| $45 | -$270,366 |
| $60 | $11,685 |
| $65 | $56,567 |
| $70 | $5,472 |
| $75 | $10,790 |
VSH session snapshot
Bullflow recorded 4 VSH options trades on Friday, October 30, 2026, totaling $253,805 in premium. Calls made up $253.81K (100.0%) across 4 trades and puts $0.00 (0.0%) across 0 trades, a put/call premium ratio of 0.00.
1 trades were sweeps and 3 were blocks. 3 filled at or above the ask, 1 at or below the bid and 0 at the mid. The largest was a $166,500 block of 900 Nov 20, 2026 $29 Call trade at 09:59:39 ET, filled at the ask.
VSH closed at $26.74, down 9.14% from the prior close. Net gamma exposure was -$15.13K per 1% move at the Oct 30, 2026, 15:59:29 ET snapshot; the largest positive GEX strike was $30.
- Company
- Vishay Intertechnology, Inc.
- Exchange
- NYSE
- Sector
- Unavailable
- Close
- $26.74
VSH options flow statistics
- Total premium
- $253.81K
- Recorded trades
- 4
- Call premium
- $253.81K
- Put premium
- $0.00
- Put/call premium ratio
- 0.00
- Avg premium per trade
- $63.45K
- Calls / puts (trades)
- 4 / 0
- Sweeps / blocks
- 1 / 3
- At or above ask
- 3
- At or below bid
- 1
- Largest trade
- $166.50K
- Last trade
Where the premium went
in calls
$253.81K · 4 trades
Premium
Trade type
Fill side
VSH largest options trades
| Time | Contract | C/P | Premium | Size | Fill | Type |
|---|---|---|---|---|---|---|
| VSH Nov 20, 2026 $29 | Call | $166,500 | 900 | Ask | Block | |
| VSH Nov 20, 2026 $28 | Call | $52,752 | 300 | Ask | Block | |
| VSH Nov 20, 2026 $29 | Call | $17,553 | 100 | Ask | Sweep | |
| VSH Nov 20, 2026 $29 | Call | $17,000 | 100 | Bid | Block |
3 of the 4 largest trades, $201.05K combined
The 4 largest trades total $253.81K of $253.81K
VSH gamma exposure
- Spot at snapshot
- $26.76
- Net GEX per 1% move
- -$15.13K
- Largest positive strike
- $30
- Largest negative strike
- $45
Closing snapshot , 24 strikes across 7 expirations (Unavailable to Unavailable).
VSH options flow questions
What was the largest VSH options trade on October 30, 2026?
A $166,500 block of 900 VSH Nov 20, 2026 $29 Call trade at 09:59:39 ET, filled at the ask. It was the largest of 4 trades Bullflow recorded for VSH that session.
How much VSH options premium traded on October 30, 2026?
$253,805 across 4 recorded sweeps and blocks: $253,805 in calls (4 trades) and $0 in puts (0 trades).
Was VSH options flow bullish or bearish on October 30, 2026?
Calls were 100.0% of premium (put/call premium ratio 0.00). 1 of 4 trades filled at or below the bid and 3 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 VSH's gamma exposure levels?
At the Oct 30, 2026 closing snapshot (15:59:29 ET, spot $26.76), VSH net GEX was -$15.13K per 1% move. The largest positive GEX strike was $30. The largest negative GEX strike was $45. The snapshot covers 24 strikes and 7 expirations.
How often is VSH options flow data updated?
The page shows a completed session (October 30, 2026, last trade 12:54:12 ET) and updates after the next trading day becomes historical. Intraday VSH 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.