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.
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What Is Gamma Exposure (GEX)? Dealer Hedging
Gamma exposure, or GEX, estimates the hedging dealers do as prices move. See the calculation, the assumptions it rests on, and why free GEX numbers differ.