Ivolution Research Journal · Working paper
Opening gamma-ladder selection of defined-risk SPXW credit verticals
Validated opening gamma-ladder geometry may select a one-lot SPXW 0DTE put credit vertical, call credit vertical, or abstention with incremental calibrated predictive skill and positive net untouched-holdout expectancy beyond option-implied, volatility, price, liquidity, scalar-GEX, calendar/event, and matched-placebo controls; attraction, barrier, and null maps compete equally.
Cite as: GEX-45: Opening gamma-ladder selection of defined-risk SPXW credit verticals. 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
Regimes
Aggregate · Positive gamma · pin · Positive gamma · drift · Negative gamma · trend · Negative gamma · chop · Event day
Horizons
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