my first answer on quant SE

https://quant.stackexchange.com/a/81212/51058

I was learning about all things dex and gex in the past week and I felt this was a perfect question for me to answer :)

It's even more technical than my answers on tech SE sites

I actually read the god damn paper

https://squeezemetrics.com/download/The_Implied_Order_Book.pdf