further learning & research
Foundational research papers, whitepapers, and video guides on dealer hedging, gamma exposure, and volatility surface modeling.
Foundational Papers & Whitepapers
The mathematical and structural frameworks powering gexbot are derived from institutional options research:
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Cboe DXTO Whitepaper
The Impact of Options Volume on Cash Equity Markets and Liquidity Dynamics.
Download Cboe DXTO PDF -
Hau Volatility Surface Framework
Orderflow Classification, Unmatched Dealer Inventory, and Real-Time Surface Tracking.
Download Hau Volatility PDF -
Perfiliev Gamma Exposure Model
How to Calculate Gamma Exposure and the Zero Gamma Inflection Level.
Read Perfiliev Market Commentary -
Moontower Meta (Kris Abdelmessih)
Dynamic Delta Hedging Mechanics and Counterparty Asymmetry. -
Espen Gaarder Haug
The Complete Guide to Option Pricing Formulas (McGraw-Hill) — Standard analytical closed forms for higher-order Greeks.
Video Guides & Tutorials
To further your intuition regarding Delta, Gamma, Vanna, and Charm exposures:
foundational options theory
How sophisticated market participants model, trade, and hedge options — path dependence, delta hedging, and counterparty asymmetry.
gexbot classic
GEX by Open Interest and Volume in a ladder-style histogram with calculated major levels, lookback dots, and real-time streaming updates.