HVL — the High-Volatility Level
HVL (the high-volatility level) explained: a gamma-flip-family regime line computed across a broader expiry set, how it relates to zero gamma and the vol trigger, and how to read which side of it price sits on.
HVL (the high-volatility level) explained: a gamma-flip-family regime line computed across a broader expiry set, how it relates to zero gamma and the vol trigger, and how to read which side of it price sits on.