gamma_flip_state
WHY gamma_flip_level is or is not there. 1: a flip was found within 25% of spot. 0: the repriced book does not cross zero within 25% - a real reading, e.g. CRSR net long everywhere nearby. -1: the model and the vendor's gamma disagree about which side of the flip spot is on, which in practice means spot is near one. NULL: no book. A CODE, NOT A STATISTIC: never rank it or read its percentile.
state_code: the value is a category, 1 found / 0 none within 25% / -1 undetermined.2026-06-1764 obs2026-09-17
Every symbol at 2026-09-17
39 of 39 with a reading on or before 2026-09-17. Each row is that name against its own history — core.metric_context(), one query for all of them — not a rank among them.
Not a statistic, so no percentile, rank or z is drawn. Its unit in core.metric_registry is state_code: the value is a category, 1 found / 0 none within 25% / -1 undetermined.
Provenance
- Source
- core.option_strikes
- Cadence
- daily, XNYS sessions; fetched 19:00 ET, first materialised by the next run
- Read by
- Page 4's flip marker: tells 'no flip within 25%' (a reading) from 'undetermined' (model and vendor disagree) where the level is NULL
- Point-in-time
- RESTATED — values change as corporate actions arrive. Each row's vintage_ts records when it was computed.
- Export restriction
- INHERITED FROM core.option_strikes, whose uw_option_chains SourceSpec records the basis: UW API Basic is a personal-use tier and the rows carry OPRA-derived NBBO and greeks (DESIGN.md §9.15, ADR-0014). A statistic computed from restricted data is still restricted - a sum is not a licence.