Ivolution Research Journal · Preregistration
Aggressor-inferred vs naive dealer gamma
Dealer gamma whose SIGN is inferred from aggressor-classified signed option flow predicts next-session intraday vol better than gamma signed by the naive long-call/short-put convention on raw OI.
Cite as: GEX-14: Aggressor-inferred vs naive dealer gamma. 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-14 are available to Terminal + AI members.
Symbols
Not explicitly scoped
Regimes
Aggregate · Positive gamma · pin · Positive gamma · drift · Negative gamma · trend · Negative gamma · chop · Event day
Horizons
1 session