Insights on options trading, volatility, and market analysis from the VannaCharm team.
We identified a few unit-mixing issues in our exposure formulas, clarified canonical vs. state-weighted interpretations, and are shipping a stronger two-mode framework.
How we are turning dealer-exposure research into practical, real-time tools for retail traders, and how you can use the same open tooling stack.
We shipped a set of new live dashboard charts and controls to make dealer exposure and options flow easier to monitor in real time.
A new combined gamma-vanna exposure metric that reveals where dealer forces align or conflict - and what that means for price action at each strike.
We’ve implemented one of the final pieces missing in VannaCharm’s open interest-based dealer exposure model.
We’ve implemented one of the final pieces missing in VannaCharm’s open interest-based dealer exposure model.
We’ve implemented one of the final pieces missing in VannaCharm’s open interest-based dealer exposure model.
Near real-time exposure data for options traders is now here.
A beginner's guide to understanding options exposure levels and how they impact market movements.