Charm Exposure
get_charm_exposureRetrieve charm (delta decay) exposure by strike for a ticker, with optional expiration. Use to assess time-based hedging flows and delta changes over time.
Instructions
Get charm (delta decay) exposure by strike.
Charm measures how delta changes with time. High charm exposure indicates significant delta changes as time passes, affecting hedging flows.
Use this tool when the user asks about:
Charm exposure
Delta decay
Time-based hedging flows
Args: ticker: Stock symbol expiration: Specific expiration or None for nearest
Returns: Charm exposure by strike
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| ticker | Yes | ||
| expiration | No |