Product roadmap

VannaCharm Timeline & Roadmap

What we have shipped for the VannaCharm project, plus the target windows for the next pieces of the VannaCharm workflow.

Late Oct - Early Nov 2025

VannaCharm Ideation & Early Prototyping

The first production version came together after years of delayed ideas around dealer exposure, options greeks, and retail-accessible market structure tooling.

Nov 5, 2025

VannaCharm Launched

The first public launch introduced gamma, vanna, and charm dealer exposure analytics built from options open interest data.

Nov 24, 2025

Dynamic Dealer Exposure Beta

Near real-time exposure recalculation began for major index ETFs, moving beyond static morning snapshots toward intraday context.

Dec 3, 2025

Implied Volatility Surfaces

Per-expiry and per-strike IV estimation and smoothing shipped, improving the model inputs for gamma, vanna, and charm calculations.

Dec 14, 2025

Live Open Interest Model

VannaCharm added intraday open-interest tracking so exposure levels can evolve as trades hit the tape instead of relying only on the opening OI snapshot.

Dec 17, 2025

Tradier OAuth Launches

The first production real-time broker connection brought live options data, quotes, and open-interest-aware exposure modeling into the browser.

Jan 6, 2026

GEXVEX Launches

A combined gamma-plus-vanna indicator made it easier to see where dealer hedging forces align, conflict, or concentrate at specific strikes.

Feb 2026

Live Dashboard and Model Upgrades

The live dashboard gained expanded charts, IV-vs-RV analytics, HedgeFlow, Charm Integral views, and a clearer canonical versus state-weighted exposure framework.

Mar 23, 2026

Historical Replay

Premium historical replays became available, making it possible to review minute-by-minute dealer exposure surfaces from prior sessions.

Apr 3, 2026

Index Options Coverage Expands

SPX, NDX, XSP, and XND joined the core analytics coverage set for dealer exposure and implied probability workflows.

May 25, 2026

PDT/Live-OI Regime Thesis

We published the case for why live open-interest tracking matters more as intraday options participation changes after PDT rule removal.

Target: June 2026

DEX and Put/Call Exposure Contribution Analysis

Standard delta exposure plus clearer attribution of how calls and puts contribute to each exposure surface.

Target: July 2026

Volatility and Skew Metrics

Additional volatility, skew, and surface-shape metrics to help traders separate exposure effects from volatility-regime effects.

Target: Q4 2026

Configurable Notifications and Callbacks

Push-style alerts, saved signal configurations, and webhook-style callbacks for traders who want VannaCharm events to feed their own workflows.

Want to influence what comes next?

Most of the best VannaCharm improvements come from real traders commenting and questioning about the live dashboard, historical replay, and API in real workflows.

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