Vanna/Charm敞口VEX / CHEX
VEX / CHEXVanna/Charm敞口
情绪指标Sentiment & DerivativesP2 Options适用:美股Applies to: US stocks
计算公式Formula
Vanna=∂Delta/∂IV; Charm=∂Delta/∂time, multiplied by OI and aggregated
解读要点How to read it
Large expiries + falling IV often drive a "drift higher" (US equity OpEx weeks).
输出Outputvalue/series
数据来源:SpotGamma/Tier1Alpha。Data source: SpotGamma/Tier1Alpha. 公开知识,不构成投资建议。Public knowledge, not investment advice.
在热门美股上查看Vanna/Charm敞口的实时计算值 →See VEX / CHEX computed live on popular US stocks →
相关指标Related indicators
参考元数据 —— 公开、通用的指标定义。非投资建议。Reference metadata — public, well-known indicator definitions. Not investment advice.