Ivolution Research Journal · Working paper

0DTE-scoped head-to-head — flow-implied (B) vs naive-OI (A) as a 0DTE vol-state classifier

On the SAME sessions and the SAME validated GEX-01 endpoint (9:35 net-GEX decile tail -> realized RTH range, same-day), the 0DTE FLOW-IMPLIED estimate (B) classifies the realized-range vol-state AT LEAST AS WELL AS the shipped naive-OI estimate (A), with the pre-registered directional prior that B is BETTER. Measured by a PAIRED per-session difference in tail-separation skill (delta_skill = skill_B - skill_A), block-bootstrapped by session. Two-sided and falsifiable both ways: the null is delta_skill = 0 (B no better than A); delta_skill < 0 means B is worse.

GEX-38 · v1·Proposed·Plausible — unproven·Dealer gamma

Cite as: GEX-38: 0DTE-scoped head-to-head — flow-implied (B) vs naive-OI (A) as a 0DTE vol-state classifier. Ivolution Research Journal.

Publication status

The study is published as a working paper while a required data source remains unavailable. No result exists yet.

The abstract and product-safe scope metadata are public. Methodology, falsification, limitations, citations, and governed results for GEX-38 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

close · next_session

GEX-38: 0DTE-scoped head-to-head — flow-implied (B) vs naive-OI (A) as a 0DTE vol-state classifier — Ivolution Research Journal