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VEX / CHEX

Vanna/Charm敞口

Sentiment & DerivativesP2OptionsApplies to: US stocks

Formula

Vanna=∂Delta/∂IV; Charm=∂Delta/∂time, multiplied by OI and aggregated

How to read it

Large expiries + falling IV often drive a "drift higher" (US equity OpEx weeks).

Outputvalue/series
Data source: SpotGamma/Tier1Alpha. Public knowledge, not investment advice.

See VEX / CHEX computed live on popular US stocks →

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Reference metadata — public, well-known indicator definitions. Not investment advice.