Ivolution Research Journal · Preregistration

Charm-week directional drift by sign

Charm-driven hedging into OPEX week produces a directional drift whose sign matches estimated net dealer charm exposure.

VC-05 · v1·Proposed·Narrative — weak evidence·Vanna & charm

Cite as: VC-05: Charm-week directional drift by sign. Ivolution Research Journal.

Publication status

The study is pre-registered and awaits execution. No result exists yet.

The abstract and product-safe scope metadata are public. Methodology, falsification, limitations, citations, and governed results for VC-05 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