Ivolution Research Journal · Working paper

Put buying -> forward returns (protection-vs-prediction)

15-min windows where net put premium BOUGHT (aggressor-classified) exceeds the 95th percentile of the trailing 60 sessions are NOT followed by negative excess drift beyond the matched baseline - i.e. 'protection buying' does not predict weakness.

FLOW-07 · v1·Proposed·Narrative — weak evidence·Options flow

Cite as: FLOW-07: Put buying -> forward returns (protection-vs-prediction). Ivolution Research Journal.

Publication status

The study is published as a working paper while a required data source remains unavailable. No result exists yet.

The abstract and product-safe scope metadata are public. Methodology, falsification, limitations, citations, and governed results for FLOW-07 are available to Terminal + AI members.

Symbols

SPX

Regimes

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

Horizons

15 min · 30 min · 60 min · 120 min · close

FLOW-07: Put buying -> forward returns (protection-vs-prediction) — Ivolution Research Journal