Books in this group cover options mechanics, same-day expiration, Gamma Exposure, dealer-positioning models, volatility and the ways option-derived context can interact with intraday market structure. Model assumptions, execution risk and live-market confirmation remain central.
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A practical guide to GEX, dealer-positioning models, Gamma Flip, Call and Put Walls, 0DTE dynamics, VWAP confluence, intraday setups, risk and backtesting.
Gamma Exposure (GEX), Delta and Gamma, Dealer positioning models, Observed data versus inferred positioning
A practical Heikin Ashi guide to transformed candles, trend persistence, actual execution prices, gaps, entries, stops, volatility, position sizing, backtesting and risk.
Heikin Ashi, Transformed candles, Trend persistence, Execution prices