Ivolution Research Journal · Preregistration

Front-end put skew -> forward returns

Steepening front-end put skew (25-delta put IV minus ATM IV rising) predicts lower forward SPX returns / higher realized downside over the next 1-4 weeks.

VRP-05 · v1·Proposed·Plausible — unproven·Vol risk premium

Cite as: VRP-05: Front-end put skew -> forward returns. 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 VRP-05 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 sessions · 21 sessions

VRP-05: Front-end put skew -> forward returns — Ivolution Research Journal