Insights on options trading, volatility, and market analysis from the VannaCharm team.
How the Removal of the PDT Rule is Going to Change Options Trading Forever—Why Dealer Exposures Live Open Interest Tracking & Volume Analysis Matter More Than Ever May 25, 2026 • Chris
FINRA's Pattern Day Trader (PDT) rule is removed on June 4th, 2026. More small accounts day trading options means open interest drifts away from the morning snapshot faster than ever — which is exactly the problem live OI was built to solve.
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Read more → SPX, NDX, XSP, and XND Are Now Available on VannaCharm April 3, 2026 • Chris
We expanded index options coverage with SPX, NDX, XSP, and XND, including dealer exposure and implied probability workflows.
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Read more → Canonical vs. State-Weighted Exposures: Stronger Models Going Forward February 17, 2026 • Chris
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.
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Read more → New Charts for New Analytics: Implied Volatility (IV) vs Realized Volatility (RV), and HedgeFlow + Charm Integral February 16, 2026 • Chris
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.
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Read more → A Variety of New Charts in the Live Dashboard February 14, 2026 • Chris
We shipped a set of new live dashboard charts and controls to make dealer exposure and options flow easier to monitor in real time.
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Read more → Introducing GEXVEX: Our Newest Indicator to Monitor Potential Per-Strike Price Action January 6, 2026 • Chris
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.
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Read more → Officially Launching Our Tradier OAuth Connection - Our First Real-Time Broker Connection is LIVE! December 17, 2025 • Chris
We’ve implemented one of the final pieces missing in VannaCharm’s open interest-based dealer exposure model.
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Read more → Further Improving Our Exposure Model With 'Live Open Interest', and How We Calculate It December 14, 2025 • Chris
We’ve implemented one of the final pieces missing in VannaCharm’s open interest-based dealer exposure model.
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Read more → Improving Our Exposure Model With Implied Volatility Surfaces - Estimation and Smoothing December 3, 2025 • Chris
We’ve implemented one of the final pieces missing in VannaCharm’s open interest-based dealer exposure model.
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Read more → Dynamic Dealer Exposure Data is Now Here November 24, 2025 • Chris
Near real-time exposure data for options traders is now here.
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Read more → Introducing VannaCharm: Dealer Gamma, Vanna, and Charm Exposure Analysis November 5, 2025 • Chris
A beginner's guide to understanding options exposure levels and how they impact market movements.
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Read more →