๐ Advanced Options Analytics for Everyone!
Stop flying blind in options trading. Get real-time gamma, vanna, and charm dealer exposure data to make more informed decisions. Level the playing field.
Read about floe, floe-go, and floe-py, our open source options analytics libraries and API clients that power VannaCharm:
Check out a PDF copy of our live symbol page and explore the charts and indicators we are building at VannaCharm.
Open Live Symbol Page PDF50+
Future Expirations
5000+
Optionable Symbols
10+
Custom Indicators
Roadmap
VannaCharm has moved from static exposure snapshots to live OI-aware dashboards, historical replay, and API access. The next phase focuses on clearer exposure attribution, volatility context, and configurable signal delivery.
Standard delta exposure plus a clearer breakdown of how calls and puts contribute to each exposure surface.
New volatility and skew metrics to help separate exposure mechanics from surface and regime effects.
Configurable push alerts, saved signal rules, and webhook-style callbacks for automated workflows.
View what's happening behind just instrument candlesticks - the very flows that are derived from derivatives behind those instruments.
Live options flow data and exposure calculations updated every second during market hours.
Specialized analytics for 0DTE options trading - the fastest growing segment of the options market.
Built with over a dozen custom analytics and metrics.
Track dealer gamma positions and understand how they affect market movement and volatility.
Monitor vanna exposure to assess how volatility changes could impact underlying price movements.
Understand time decay effects on option gamma and how it influences intraday price action.
Real-time options order flow with volume, open interest, and estimates of both puts and calls bought or sold in real time.
Granular exposure data at every strike level to identify potential support and resistance zones.
Identify when the market is in positive vs. negative gamma environments.
Sum of gamma and vanna exposures at each strike plus their relative strength, revealing potential support and resistance levels.
Charm Footprint shows how time-decay pressure across expiries evolves through time.
Sum of gamma, vanna, and charm exposures at each strike, giving a holistic view of dealer positioning.
Estimate of the number of shares dealers would need to buy or sell to hedge their net options exposure.
The market-implied move for the underlying, derived from the shares needed to cover.
Probabilities of the underlying closing above or below the current spot price, based on the options market.
Positive hedgeflow means dealer hedging tends to be buy-supportive on spot upticks; negative means hedge flow adds sell pressure. Charm integral tracks decay-driven pressure into close.
Visualizes the implied probability density after adjusting for dealer exposure dynamics.
Compare how gamma, vanna, and net exposure have evolved across sessions and expiry buckets for deeper regime context.
Select from Gamma, Vanna, or Charm exposure dashboards based on your trading strategy.
Watch realtime options flow and exposure calculations update throughout the trading session.
Use advanced analytics to time entries, exits, and manage risk using these second-order flow.
Real-time gamma exposure analysis showing dealer positioning and potential volatility zones.
View GammaTrack vanna exposure to understand volatility-price relationships and explore potential market dynamics.
View VannaMonitor charm exposure and time decay effects on gamma throughout the trading day.
View CharmAdvanced options analytics accessible to everyone
For your own trading and research. The monthly and lifetime options below apply to individual access.
New purchases are for individual use, including lifetime access. Terms and Conditions ยท Usage rights
Preview our live symbol page (PDF)
Get Premium LifetimeNew purchases are for individual use, including lifetime access. Terms and Conditions ยท Usage rights
Build with VannaCharm
Licenses for internal platforms and customer-facing products. Monthly pricing, arranged directly with us.
Which plan do I need?For your internal research platform
$299/month
Use available VannaCharm data inside one named organization, including a solo internal research platform.
Written agreement and activation required. Terms and Conditions
For products your customers use
From $999/month
Deliver VannaCharm-derived analytics to customers under a written agreement covering your product and its audience.
Written agreement and activation required. Terms and Conditions
Raw-data redistribution, white-label, or OEM?
Reselling raw data, exposing substantially equivalent datasets through an API, sublicensing, and white-label or OEM distribution require a separate written data license. Commercial does not automatically include these rights. Contact us about data licensing.
Business and Commercial are arranged directly with us and activated under a written agreement. Sending an inquiry does not activate a license or start billing. Prices are in USD; applicable taxes and any separately required third-party permissions are confirmed before purchase.
Licensing expands permitted use of available data. Before purchase, we confirm supported data, historical availability, operating limits, authorized users, billing, and activation in writing. These plans do not automatically add endpoints, higher rate limits, user seats, every expiration, complete history, guaranteed point-in-time integrity, or an uptime commitment.
Questions about pricing, features, or anything else? Contact us!