Blog

Insights on options trading, volatility, and market analysis

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.

optionsexposurevolatilityblack-scholes

November 24, 2025•Chris

Near real-time exposure data for options traders is now here.

optionsexposurerealtimeanalysis

November 5, 2025•Chris

A beginner's guide to understanding options exposure levels and how they impact market movements.

optionsexposurelaunchanalysis