Insights on options trading, volatility, and market analysis from the VannaCharm team.
We expanded index options coverage with SPX, NDX, XSP, and XND, including dealer exposure and implied probability workflows.
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.