A position with net zero directional exposure — the constraint that forces dealer hedging flow.
Delta neutral means a position has net zero directional exposure to the underlying. Market makers must stay delta neutral at all times, so as price moves they continuously buy or sell the underlying to offset the delta of the options they hold. That obligation — not any opinion on direction — is the source of predictable hedging flow.
More terms: Gamma wall · Gamma · 0DTE options · Dealer hedging · Call wall · Put wall