JMKE vanna and charm

From the closing options book · October 27, 2026 · updated after every close

At the October 27, 2026 close, JMKE's dealer book carried +$18K of vanna exposure and −$4K of charm exposure, alongside +$61K of gamma.

+$18K
Vanna
−$4K
Charm
+$61K
Net gamma
63.4%
ATM IV

JMKE vanna exposure, last 60 sessions

Aug 4Oct 27

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.

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These are the October 27, 2026 closing numbers. Members see JMKE's map move live all session.

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Common questions

What is JMKE's vanna exposure?

+$18K at the October 27, 2026 close.

What is JMKE's charm exposure?

−$4K at the October 27, 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

JEPIJEPQJETSJMIAJNJJOBYJPMKBESPYQQQAll 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.