The Gamma Flip: When Dealers Stop Damping and Start Amplifying
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Abstract
The gamma flip is the price at which the net gamma of option dealers changes sign. On one side their hedging leans against every move. On the other it adds to every move. Crossing it changes how the market behaves. AION Analytics research note. Canonical version: https://aionanalytics.in/research/notes/gamma-flip
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View paper (DOI)Open access versionOpenAlexZenodo (CERN European Organization for Nuclear Research)Published 2026-10-08
Authors: Lokesh Gupta