Ivolution Research Journal · Working paper
REFUTE: raw-OI walls add S/R beyond gamma walls
A strike singled out by raw open-interest concentration but LOW gamma does not act as intraday support/resistance beyond a matched placebo; 'big OI = brick wall' has no content once gamma is accounted for.
Cite as: GEX-22: REFUTE: raw-OI walls add S/R beyond gamma walls. Ivolution Research Journal.
Publication status
The study is published as a working paper while a required data source remains unavailable. No result exists yet.
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Symbols
SPX · SPY · QQQ
Regimes
Aggregate · Positive gamma · pin · Positive gamma · drift · Negative gamma · trend · Negative gamma · chop · Event day
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