Thatis the hyperfbolic condition

As an analogy to physics, the delta of an option is its "speed," while the gamma of an option is its "acceleration."Gamma decreases, approaching zero, as an option gets deeper in the money and delta approaches one. Gamma also approaches zero the deeper an option gets out of the money. Gamma is at its highest when the price is at the money.

Gamma is the second derivative of tanh, and is highest when a constricted flow is most liquid.  In a queuing system, that means the input an output queues a have the greatest combination of trades to keep the queues stable. In the hyperbolic system that is the second derivative equation defined by tanh.

In queuing systems, when options are at the money, the queues are optimally congested, mean equals variance in all the trade queues.  Gama becomes:
NMAX-biterror in normalized variance units, NMAX being index length of a complete sequence. Then n gamma is the actual trade space available, and it is whitened.  The market make bring the market queues into stability by minimizing bit error of maximizing gamma.

So, if the two queues are charged an option interest charges that brings them back toward a combined balance Huffman tee, the the Huffman tree counts out 2^Rank=NMAX indices, the number of typical trades in a sequence, and the path down the tree determines the optimum typical trade adjustment.
My hand waved TOE.