Ivolution Research Journal · Preregistration

Single-stock OPEX strike clustering

For optionable single stocks, the monthly-OPEX close falls within a small band of the largest-OI strike more often than an unconditional strike-proximity baseline.

CAL-02 · v1·Proposed·Established literature·Calendar

Cite as: CAL-02: Single-stock OPEX strike clustering. 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-02 are available to Terminal + AI members.

Symbols

Not explicitly scoped

Regimes

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

Horizons

close

CAL-02: Single-stock OPEX strike clustering — Ivolution Research Journal