Ivolution Research Journal · Preregistration
Put wall as intraday support
An intraday touch of the 'put wall' (largest put-gamma strike below spot) is followed by a bounce (positive forward 30-min return) more often than a distance-matched baseline, and does not survive VWAP/GEX controls.
Cite as: GEX-09: Put wall as intraday support. 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 GEX-09 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