ν
Vanna
vanna
/ˈvanə/
n. · options greek
∂Δ/∂σ
The rate of change of delta with respect to implied volatility — and of vega with respect to spot price. The cross-Greek that governs how your entire book re-hedges when vol moves. Most risk systems ignore it. We’re built around it.
Net Δ
−0.04
Net Γ
+0.12
Net ν
+3.41
Net Θ
−1.87
Venues
4
Risk infrastructure for
DeFi options desks
Unified Greeks across every venue you trade. Smarter margin. Automated hedging. Built for market makers running books on-chain.
Derive
Aevo
Hyperliquid
Deribit
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Unified Greeks
Aggregate delta, gamma, vega, and theta across all venues in real time. One number. No spreadsheets.
Cross-Venue Margin
Net your positions across venues instead of posting margin independently at each one. Free up capital that's working against you.
Automated Hedging
Set delta thresholds. We execute the hedge via on-chain perps. No fragile bots to maintain.
CLI for Design Partners
A production-ready command-line client for Derive, Aevo, and Hyperliquid. Shipped to design partners on day one.