Greeks Understanding 0DTE Gamma Exposure Greeks, 0DTE Options What is Gamma Exposure? Gamma, in options terms, is the rate of change of an option’s delta relative to changes in the underlying asset’s price. Dealers, market makers and liquidity providers, are… Gamma Levels Strike Selection Guide Greeks Introduction This is where Gamma Levels come in. Gamma Walls, High Volatility Levels (HVL), and Net GEX flips reflect real dealer positioning in the options market. When price nears these zone… Finding Squeeze Setups Greeks 1. Short Interest: Measuring the Pressure Buildup High short interest doesn’t guarantee a squeeze — but it’s a necessary ingredient. Look at these three core metrics: Key Short Interest Metrics… Understanding Gamma Exposure Mechanics Greeks What Is Gamma? Gamma is the rate of change in an option’s delta for every $1 move in the underlying asset. That might look complex, but here’s the intuition: if delta tells you how much the opt… How Delta Flips Work Greeks What Are Delta and Gamma in Options? To begin, let’s define two essential terms: Delta measures how much the price of an option changes for a $1 move in the underlying asset. For example, a de… Greeks and Hedging Flow Greeks Gamma: The Engine of Hedging Reflexes Definition: Gamma measures the rate of change of delta with respect to the underlying price. In essence, it tells us how much delta changes when the price… Gamma Squeeze Explained Greeks What Is a Gamma Squeeze? At its core, a gamma squeeze is a scenario where options market makers—often large institutions—must continuously adjust their hedges as the underlying asset moves. This a… Mastering the Option Greeks Greeks These Greeks—Delta, Gamma, Theta, Vega, and Rho—help traders measure and manage risk, structure trades to match market expectations, and fine-tune strategies under various market regimes. In this art… Charm, Decay, and Flow Greeks What Is Option Charm? Charm, sometimes called “delta decay,” is the rate of change in an option’s delta as time passes, assuming all else (like spot price and volatility) remains constant. It tell…
