Ivolution Research Journal · Preregistration
Negative 0DTE dealer gamma tail channel
Conditional on estimated dealer 0DTE gamma being NEGATIVE (rare), intraday SPX range is HIGHER than baseline — isolating the tail/amplification channel that coexists with the average-dampening of VRP-07.
Cite as: VRP-08: Negative 0DTE dealer gamma tail channel. 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-08 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
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