Insights on options trading, volatility, and market analysis from the VannaCharm team.
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.