Ivolution Research Journal · Preregistration
0DTE share degrades naive-convention GEX
On days when 0DTE volume is an unusually large share of total SPX option volume, the naive-convention GEX loses next-session range-predictive power relative to its own historical baseline.
GEX-13 · v1·Proposed·Plausible — unproven·Dealer gamma
Cite as: GEX-13: 0DTE share degrades naive-convention GEX. 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-13 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
1 session