Concepts

The terms this product computes

What each one means, what it does to a market, and (where we compute it) what the book is carrying right now.

The gamma flip point
The level where dealer hedging stops damping the market and starts feeding it.
Vanna
How a dealer’s delta changes when volatility moves, the reason a falling VIX can lift a market on no news.
Dealer positioning
Who is on the other side of the trade, and what they are forced to do next.
Quantitative Exhaustion
A nine-bar succession count, and the one part of it that survived a walk-forward test.
Level decay
The common answer is that each test spends a level. We measured 11,792 of them and that is not what happens.
The gamma squeeze
When dealer hedging stops absorbing a rally and starts buying into it, and how to tell whether the book is set up for one.

Why there are so few of these

Twenty thin definition pages get filtered as doorway content and drag the whole domain down with them. Each of these had to clear three bars: somebody actually searches the term, this product computes something specific about it that almost nobody else publishes, and there is enough to say that the page stands up on its own. The heading used to read "why only four", which is the kind of copy that quietly goes wrong the day a fifth one ships.

See these on the full chain

Dealer gamma across the expiry curve, and a written read every session.

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