Zero Gamma (ZG)
Zero gamma (the gamma flip level) explained: what the zero-gamma line is, how VolStrata computes it, and why price crossing it flips dealers from dampening volatility to amplifying it.
Zero gamma (the gamma flip level) explained: what the zero-gamma line is, how VolStrata computes it, and why price crossing it flips dealers from dampening volatility to amplifying it.