Ivolution Research Journal · Preliminary results

Does GEX survive a VIX control?

The predictive power of end-of-day net GEX for next-session realized volatility is approximately zero after controlling for VIX and ATM implied vol — most of the raw GEX-vol relationship is the vol regime itself.

GEX-06 · v1·Candidate·Plausible — unproven·Dealer gamma

Cite as: GEX-06: Does GEX survive a VIX control?. Ivolution Research Journal.

Publication status

The calibration evidence is preliminary and has not cleared the complete out-of-sample validation standard.

The abstract and product-safe scope metadata are public. Methodology, falsification, limitations, citations, and governed results for GEX-06 are available to Terminal + AI members.

Symbols

SPY

Regimes

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

Horizons

1 session

GEX-06: Does GEX survive a VIX control? — Ivolution Research Journal