Ivolution Research Journal · Working paper

Call selling -> forward returns (bearish-quadrant mirror)

15-min windows where net call premium SOLD (aggressor) exceeds the 95th percentile of trailing 60 sessions are followed by negative excess drift at 30/60/120 min vs the matched baseline.

FLOW-08 · v1·Proposed·Plausible — unproven·Options flow

Cite as: FLOW-08: Call selling -> forward returns (bearish-quadrant mirror). 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-08 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