Explore institutional-grade guides on dealer Net Gamma Exposure (GEX), Zero Gamma Line (ZGL) regime pivots, Black-Scholes second-order Greeks (Vanna & Charm), and options market-maker hedging dynamics.
Understand how options market makers manage inventory and how aggregate dealer Net GEX influences price stability, volatility acceleration, and intraday mean-reverting pin strikes.
Read Full GEX Guide ➔Master Black-Scholes Greeks including Delta, Gamma, Theta, Vega, Vanna ($\partial \Delta / \partial \sigma$), and Charm ($\partial \Delta / \partial T$) to track dealer inventory rehedging.
Read Option Greeks Guide ➔Explore QuantumFlow's Adaptive State Machine classifying markets into 5 states: Neutral Pinning, Bullish Dampened, Bearish Short Gamma, Gamma Squeeze, and Volatility Collapse.
Read Market Regimes Guide ➔Quantitative decision trees matching options buying (short gamma breakouts) and option selling (long gamma pinning) to active market regimes.
Explore Strategy Playbooks ➔Master Gatheral SVI models, IV skew curves, and WebGL 3D surface topography across NIFTY strikes and calendar expiries.
Read Volatility Surface Guide ➔Discover the simulated spot price boundary where aggregate dealer gamma flips from positive (volatility dampening) to negative (short gamma trend acceleration).
Read Zero Gamma Line Guide ➔Learn how QuantumFlow processes authorized exchange open interest data through Black-Scholes-Merton equations to derive estimated dealer positioning and regime states.
Read Methodology Breakdown ➔Quick-reference dictionary defining key options terms: Put-Call Ratio (PCR), Max Pain, ATM Straddle Range, Vanna, Charm, VEX, CEX, and Zero Gamma Line.
Explore Glossary Terms ➔