How do I use Vanna Charts? Vanna charts show that the more positive the delta notional is, the more futures dealers may have to sell futures to offset their options long delta exposure. If the delta notional is expected to reduce, it implies that dealers may have to buy futures. Subscribers can access SpotGamma's Vanna Charts here. Related articles What are Vanna Charts? How do I access SpotGamma Vanna Charts? When do the Vanna Chart levels update? Is negative call gamma bullish? How does Next Exp Delta & Gamma effect the price going into that expiration and on Monday?
