📈 Advanced Options Analytics for Everyone!

Gamma, Vanna, & Charm Exposures for the Little Guy

Stop flying blind in options trading. Get real-time gamma, vanna, and charm dealer exposure data in the same way institutional traders use to make informed decisions. Level the playing field.

Read about floe, our flagship open source options flow library that powers VannaCharm:

Read Whitepaper

50+

Future Expirations

5000+

Optionable Symbols

10+

Custom Indicators

Why Traders Choose VannaCharm

⚖️

Level Playing Field

Access the same gamma, vanna, and charm data that institutional traders use to make billion-dollar decisions.

Real-Time Insights

Live options flow data and exposure calculations updated every second during market hours.

🎯

0DTE Focus

Specialized analytics for 0DTE options trading - the fastest growing segment of the options market.

🏛️

Detailed Analytics

Built with the similar algorithms and data feeds used by professional trading firms and hedge funds.

Key Features

📊

Gamma Exposure

Track dealer gamma positions and understand how they affect market movement and volatility.

📈

Vanna Exposure

Monitor vanna exposure to predict how volatility changes will impact underlying price movements.

Charm Exposure

Understand time decay effects on option gamma and how it influences intraday price action.

🌊

Live Options Flow

Real-time options order flow with volume, open interest, and estimates of puts / calls bought or sold in real time.

🔍

Strike-Level Data

Granular exposure data at every strike level to identify key support and resistance zones.

🎛️

Market Regime Detection

Identify when the market is in positive vs. negative gamma environments.

Custom Indicators

ΓV

GEXVEX

Sum of gamma and vanna exposures at each strike plus their relative strength, revealing potential support and resistance levels.

👣

Charm Footprint (Coming Soon)

Charm Footprint shows how time-decay pressure across expiries have evolved over the past 7 days.

Σ

Net Exposure

Sum of gamma, vanna, and charm exposures at each strike, giving a holistic view of dealer positioning.

🧮

Shares to Cover

Estimate of the number of shares dealers would need to buy or sell to hedge their net options exposure.

📈

Implied Move

The market-implied move for the underlying, derived from the shares needed to cover.

🔼🔽

Cumulative Probability Above/Below Spot

Probabilities of the underlying closing above or below the current spot price, based on the options market.

Dealer Exposure Adjusted Implied Probability Density (Coming Soon)

A new way to visualize the probability distribution of dealer exposure, coming soon to VannaCharm.

📊

Historical Comparisons (Coming Soon)

See how today's gamma, vanna, or charm exposure compares to previous sessions for deeper context.

Δ

Instantaneous Hedge Pressure (Coming Soon)

Uses local real-time gamma and vanna plus background charm to estimate immediate dealer hedging flows.

How It Works

1

Choose Your Analytics

Select from Gamma, Vanna, or Charm exposure dashboards based on your trading strategy.

2

Monitor Realtime Data

Watch realtime options flow and exposure calculations update throughout the trading session.

3

Make Informed Decisions

Use advanced analytics to time entries, exits, and manage risk like institutional traders.

Analytics Dashboard

📊

Gamma

Real-time gamma exposure analysis showing dealer positioning and potential squeeze levels.

View Gamma
📈

Vanna

Track vanna exposure to understand volatility-price relationships and predict market moves.

View Vanna

Charm

Monitor charm exposure and time decay effects on gamma throughout the trading day.

View Charm

Simple Pricing

Advanced options analytics accessible to everyone

MonthlyLifetimeSave 83%

Free

$0/month
  • Limited open interest based gamma, vanna, and charm exposure data and charts (next expiry for IWM and DIA only)
Get Started

Starter

$199 one-time
  • Open interest based gamma data
  • Open interest based vanna data
  • Open interest based charm data
  • Basic charts
Get Starter Lifetime

Premium

$499 one-time
  • Everything in Starter
  • Near real-time data for equities (SPY, QQQ, DIA, IWM) using our own Black-Scholes greeks and exposure model
  • Shares needed to cover, implied moves, and resulting spot price
  • Advanced charting and analytics
  • Priority support
  • Complete real-time options book based gamma, vanna, and charm exposure data via the following brokers*: Tradier
    *TradeStation, IBKR, Schwab, and TastyTrade coming soon
Get Premium Lifetime

Questions about pricing, features or anything else? Contact us!