Ivolution Research Journal · Working paper
Executable late-close SPXW 0DTE multi-barrier opportunity
At 15:30 and 15:45 ET, point-in-time option-surface, dealer-hedging, price, flow, liquidity, volatility, and close-context features can identify an executable long-premium SPXW 0DTE position with positive net expectancy and higher 2x/4x/7x/10x barrier probabilities than matched, option-implied, price/vol/tape, marginal-feature, and no-trade baselines.
Cite as: X-14: Executable late-close SPXW 0DTE multi-barrier opportunity. Ivolution Research Journal.
Publication status
The study is published as a working paper while a required data source remains unavailable. No result exists yet.
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Symbols
Not explicitly scoped
Regimes
Aggregate · Positive gamma · pin · Positive gamma · drift · Negative gamma · trend · Negative gamma · chop · Event day
Horizons
15 min · 30 min · close