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