Vanna vs. Charm Exposure: The Hidden Greeks Behind Volatility Crushes
Discover how implied volatility crush triggers rapid dealer delta buying regardless of macroeconomic news outcomes.
Second-order Greeks—Vanna (delta sensitivity to implied volatility) and Charm (delta sensitivity to time decay)—drive massive market rallies during FOMC and CPI announcements even when underlying news is mixed.
APPLY THIS STRATEGY LIVE
Track Dealer Positioning in Real Time
Stop trading blind. Access live Call Walls, Put Walls, Volatility Triggers, and sub-second HIRO order flow across 3,500+ equities instantly inside the GEXLogic Terminal.