Ivolution Research Journal · Working paper

Call-wall imbalance × regime competing interpretation

Continuous call-versus-put wall GEX imbalance may change fade, continuation, or unresolved path probabilities after a first upward SPX call-wall approach, with regime-dependent effects that must add stable untouched-holdout value beyond volatility, price-path, distance, liquidity, scalar-GEX, calendar, and matched-placebo controls; fade, continuation, and null have equal prior standing.

GEX-46 · v2·Proposed·Narrative — weak evidence·Dealer gamma

Cite as: GEX-46: Call-wall imbalance × regime competing interpretation. 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-46 are available to Terminal + AI members.

Symbols

SPX

Regimes

Aggregate · Positive gamma · pin · Positive gamma · drift · Negative gamma · trend · Negative gamma · chop · Event day

Horizons

15 min · 30 min · 60 min

GEX-46: Call-wall imbalance × regime competing interpretation — Ivolution Research Journal