#Gamma & GEX
4 public posts on this topic.
Record
Two days with the same gamma — the two measurements that separated a trend from a range
Both sessions were solidly in positive gamma. One climbed 87 points; the next spent the day inside 25.9 points and closed where it started. I measured how persistent the flow was and how thick the put gamma sat next to price.
Primer
Gamma flip, plainly — a one-paragraph definition, then two real days
It does not say "above the flip means up." Here is the definition in one paragraph, then two consecutive sessions that ended in opposite ways, with the numbers as recorded.
Theory
Gamma flip — why the same news gets absorbed on one day and amplified on the next
Why dealers sell into rallies and buy into dips, and where that flips. Starting from delta.
Record
I Priced Out a 0DTE Gamma Tool Before Writing Code
An afternoon of due diligence, the OPRA fee schedule, and the competitor teardown that redirected the plan.