What Is the Gamma Flip Level?
The gamma flip level is the price where estimated dealer gamma crosses zero. How it is built from strike gamma and open interest, and how to check one.
#dealer hedging
Filtering by topic #dealer hedging · clear
Filtering by topic #dealer hedging · clear
The gamma flip level is the price where estimated dealer gamma crosses zero. How it is built from strike gamma and open interest, and how to check one.