GLND vanna and charm

From the closing options book · October 20, 2026 · updated after every close

At the October 20, 2026 close, GLND's dealer book carried −$361 of vanna exposure and −$28 of charm exposure, alongside −$928 of gamma.

−$361
Vanna
−$28
Charm
−$928
Net gamma
0.0%
ATM IV

GLND vanna exposure, last 60 sessions

Jul 1Oct 20

Vanna is how dealers' delta changes when implied volatility moves; with negative vanna, a fall in IV pushes their hedges toward selling the underlying.

Charm is how delta drifts as time passes; it matters most into the close and into expiration, when negative charm means hedging flows lean toward selling.

These are the October 20, 2026 closing numbers. Members see GLND's map move live all session.

Common questions

What is GLND's vanna exposure?

−$361 at the October 20, 2026 close.

What is GLND's charm exposure?

−$28 at the October 20, 2026 close.

What are vanna and charm?

Second-order Greeks: vanna is delta's sensitivity to implied volatility, charm its sensitivity to time.

Compare: vanna and charm on other tickers

Measured from the closing options book and rebuilt after every close. Nothing on this page is live. Levels are where dealer hedging is concentrated, not targets or forecasts. Not investment advice.