Ivolution Research Journal · Refutation
Wall respect conditional on gamma concentration
A call/put wall is respected (price reverses on approach) more often when the gamma at that strike is highly CONCENTRATED (top-decile share of total absolute gamma) than when the same wall is diffuse -- concentration, not the wall label alone, carries the hedging force.
Cite as: GEX-16: Wall respect conditional on gamma concentration. Ivolution Research Journal.
Publication status
The pre-registered hypothesis was refuted on the governed research record. This publication documents the null rather than presenting an edge.
The abstract and product-safe scope metadata are public. Methodology, falsification, limitations, citations, and governed results for GEX-16 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
30 min · 60 min