Ivolution Research Journal · Working paper
Per-strike Gamma Flux attraction and structural-transition test
A strike with unusually positive point-in-time gamma-magnitude flux may contain incremental 15-minute information about SPX movement toward that frozen strike or about subsequent realized path magnitude after ordinary momentum, volatility, distance, static gamma, and regime controls; structural repricing and flow-implied positioning are separate arms and the null has equal standing.
Cite as: GEX-47: Per-strike Gamma Flux attraction and structural-transition test. 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-47 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
5 min · 15 min · 30 min · 60 min