The Gamma Flip: When Dealers Stop Damping and Start Amplifying

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

Authors

Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-10-08
DOI
https://doi.org/10.5281/zenodo.23227410
Primary Topic
Stochastic processes and financial applications
Type
article
Field-Weighted Citation Impact
0.00
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article

The Gamma Flip: When Dealers Stop Damping and Start Amplifying

Lokesh Gupta
Zenodo (CERN European Organization for Nuclear Research)
Stochastic processes and financial applications
article

The Gamma Flip: When Dealers Stop Damping and Start Amplifying

Lokesh Gupta
article en

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

Zenodo (CERN European Organization for Nuclear Research)
Openalex Percentile: Top 8%
Stochastic processes and financial applications
DOIOpen Access PDFOpenAlex
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The Gamma Flip: When Dealers Stop Damping and Start Amplifying — Lokesh Gupta · Zenodo (CERN European Organization for Nuclear Research) (2026) | TGRS Research Map | TGRS