Public showcase

Public options surfaces

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 Vera Exposure

Cross sensitivity of dealer vega to the risk-free rate

Smoothing:

Spot:

Why Vera Matters

When the Fed pivots (rate cuts or hikes), vega positions can shift suddenly even without an IV move. Vera captures that channel.

Negative Vera (Typical)

For most dealer books vera is mildly negative — a rate cut tends to push vega exposure lower because K·e^(−rT) falls.

Vera and Macro Events

Vera concentrates around FOMC and CPI dates. Watch vera alongside IV on event days to anticipate post-event vega rebalancing.