Market structure is not random.
Hello, I am Anupam Dutta.
I work on volatility structure, gamma positioning, and systematic option pricing.
Threads: @gammagrid
I work on volatility structure, gamma positioning, and systematic option pricing.
Threads: @gammagrid
Net GEX Flow Analytics
EOD Nifty50 Option Chain on 11th September 2026
What I actually study
I don’t predict direction.
I track pressure, positioning, and volatility expansion.
- Implied Volatility behavior
- Dealer Gamma positioning
- Liquidity-driven moves
- Structural inefficiencies
Framework
This is not discretionary noise.
This is a structured approach:
- Observe volatility regime
- Map gamma exposure
- Identify forced flows
- Execute only when asymmetry exists
Core Areas
⟶ IV Analysis
Understanding expansion, compression, and mispricing.
⟶ Gamma Structure
Where dealers are forced to hedge. Where markets get pinned or pushed.
⟶ Trade Logs
Actual executions. No hindsight. No storytelling.
Recent Logs
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Finite Displacement Theorem for ATM Liquidity Shells: A Measure-Theoretic Approach to Dealer Hedge Compression
NIFTY50 Gamma Dealer Hedging Measure Theory Functional Analysis Market Microstructure -
IV Analysis: The Silent Driver of Your P&L
IV Volatility Options
Operating Principle
Trade less.
Observe more.
Execute only when structure aligns.
Posts
-
Finite Displacement Theorem for ATM Liquidity Shells: A Measure-Theoretic Approach to Dealer Hedge Compression
-
IV Analysis: The Silent Driver of Your P&L
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