Ivolution Research Journal · Preregistration

Index OPEX pinning to call wall

On monthly OPEX days, SPX/SPY closes NEARER the identified call wall than on random (non-OPEX) days.

CAL-01 · v1·Proposed·Narrative — weak evidence·Calendar

Cite as: CAL-01: Index OPEX pinning to call wall. Ivolution Research Journal.

Publication status

The study is pre-registered and awaits execution. No result exists yet.

The abstract and product-safe scope metadata are public. Methodology, falsification, limitations, citations, and governed results for CAL-01 are available to Terminal + AI members.

Symbols

SPX · SPY · ES

Regimes

Aggregate · Positive gamma · pin · Positive gamma · drift · Negative gamma · trend · Negative gamma · chop · Event day

Horizons

close

CAL-01: Index OPEX pinning to call wall — Ivolution Research Journal