ColorVol
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Explore implied volatility, gamma, and dealer gamma exposure in a polished preview experience. These pages are meant to showcase the product, not replace the authenticated ColorVol dashboard.

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Dealer Vanna Exposure
How dealer delta shifts with a 1-point IV move, by strike and expiration
Vanna Neutral Strikes

Vanna crosses zero near strikes: $600, $603

Positive Vanna

Dealers will hedge a vol rally by selling delta. This dampens directional moves and accelerates mean reversion — typically a sign of a "short vol" regime.

Negative Vanna

Dealers will hedge a vol rally by buying delta. Directional moves are amplified when vol expands — typically a sign of a "long gamma" regime shifting.

Vanna Walls

Large |vanna| concentrations at specific strikes can act as vol-move magnets. Watch for strikes where IVP positioning is heaviest.