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Glossary
General Terms

Articles in this section

What is Gamma, Market Gamma and/or Total Market Gamma?
What are Total Calls?
What are Total Puts?
What is Call Gamma?
What is Put Gamma?
What is Net Gamma?
What is Call Delta?
What is Put Delta?
What is Gamma Flip?
What is VIX Ref?

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What is SPX Reference?

Estimated ES Futures price at which time the model was run.

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