Reading Volatility Trigger
The volatility trigger (net gamma zero-cross) with strike-level vanna exposure, IV-shock map, trigger sweep and regime shifts for NIFTY and BANKNIFTY.
This guide is educational and is not investment advice.
- Set expiry, reference strike, strike window, IV shock and model method.
- Read CE, PE and net vanna exposure with the displayed OI basis and units.
- Inspect the strike profile and gamma zero-cross sweep as modeled references.