IONQ vanna and charm

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

At the October 20, 2026 close, IONQ's dealer book carried +$153K of vanna exposure and −$270K of charm exposure, alongside −$1.3M of gamma.

+$153K
Vanna
−$270K
Charm
−$1.3M
Net gamma
0.0%
ATM IV

IONQ vanna exposure, last 60 sessions

Jul 28Oct 20

Vanna is how dealers' delta changes when implied volatility moves; with positive vanna, a fall in IV pushes their hedges toward buying 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 IONQ's map move live all session.

Common questions

What is IONQ's vanna exposure?

+$153K at the October 20, 2026 close.

What is IONQ's charm exposure?

−$270K 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.