CONCEPT / REGIME
What Is a Gamma Flip?
Gamma Flip is a reference level used to describe where the estimated gamma regime changes sign. It helps frame the structure around the level; it does not tell you what to trade.
The basic idea
Options gamma changes how hedging pressure responds to a move. A Gamma Flip is the estimated price level separating the positive and negative portions of that profile. The level is calculated from the available chain and can move as the underlying and positioning change.
A responsible reading order
Read the level together with the surrounding concentration, the current structure state, and the timestamp. A single crossing is not enough to establish a durable regime; persistence, data quality, and the rest of the map matter.
- Confirm the session and freshness first.
- Compare the level with nearby walls and gaps.
- Treat regime language as context, not a forecast.
What Gamma Flip cannot tell you
It cannot establish a trade direction, a target, or a probability of success. The estimate also inherits limitations from open interest, chain quality, and the assumptions used to translate positioning into a structural profile.
继续浏览公开知识库
可以在 Docs 中继续阅读完整方法说明,也可以先体验免费的盘感练习,再判断完整终端是否适合你的工作流。
打开 Docs查看 GAMMAFRAME