RTYPOSITIVE
Pre-market ATH rejected at 2DTE call wall (RTY 2944); vanna flipped SHORT - LONG during 2913 crash; RUT 2920 vanna magnet (+12581) pinning price. Session transitioned from trend to range. Key discriminator: reclaim RTY 2929 (0DTE HVL) = bull restart; lose RTY 2914 (conf-3 held low) = bear acceleration.
Pre-market ATH attempt rejected exactly at 2DTE call wall (RTY 2944); crash to RTY 2913; V-recovery driven by vanna magnet at RUT 2920 (+12581) and positive charm at 2885/2940. Vanna flipped SHORT - LONG. Session is now range/pin, not trend. Current position: between 0DTE HVL (2929, above) and 2DTE HVL (2909, below). EOD gravity (Color +1054, charm +2.32B at 2975) favors close at 2929-2934 absent new catalyst. Core PCE tomorrow = no overnight directional.
Level Map
Confluence-ranked · distances from spot 2920.00Level Reaction
Intraday tape · RTY · 2026-05-27Greek Pressure
Dealer directional forces · next sessionPOSITIVE gamma ALL confirmed DTEs. Total .55M (+23.5% vs PM). 2DTE dominant .69M. Internal structure shift: 0DTE HVL moved to 2925 (ABOVE current 2920), 2DTE HVL moved to 2905 (15 pts BELOW). Price in neutral zone between HVLs. Positive gamma dampening active above 2925. Speed -0.204 = gamma FALLS as price rises (reversed from PM +0.028). Upside now self-dampening.
LONG VANNA STABILIZING - FULL FLIP from SHORT DESTABILIZING (PM VHI -2165 vs now +270). VHI +270 vs avg -2262 = anomalous above-average stabilizing spike. Regime RISING (hardening). Primary magnet: RUT 2920 / RTY 2924 (+12581, largest in chain, 4x nearest value). Explains V-recovery from 2913. Anti-magnets RTY 2882-2915 (-2011 to -6026) = fast fall on breakdown. Long vanna = mean-reverting = range behavior favored.
Charm reversed from bearish (PM 4.8x below-spot skew) to BALANCED. Dominant charm: RUT 2975/RTY 2979 at +2.32B POSITIVE = largest charm strike, strong upward EOD attractor. Additional positive charm: 2885 (+738M), 2955/2950 (+619M/+574M), 2940 (+480M). Structure now provides support arc from 2885-2975. Negative charm only at 2790 (far below). EOD gravity toward 2940-2975 band via charm pull.
Color +1054 (DOUBLED from PM +546). Extreme on 0DTE expiry day. Gamma will spike dramatically after 13:00 ET. GEX cluster at RTY 2924 / RUT 2920 becomes dominant gravity well into close. Expect pin dynamics to strengthen. Any position outside 2920-2929 at 13:30 ET carries elevated EOD reversal risk.
SPEED REVERSED from PM +0.028 to -0.204. Gamma now FALLS as price rises (was: gamma ROSE as price rose). Upside is self-dampening - opposite of pre-market. Same GEX that could accelerate bull moves now resists them. Critical: the gamma-squeeze enabler from PM is gone. Directional persistence above 2929 requires strong real-money flow against this headwind.
Negative vomma (increased from -160 PM to -386). Vol compression positioning strengthened. IV will fade as 0DTE expiry approaches. The 0DTE IV spike to 219% will decay, creating vomma-driven selling pressure on 0DTE options. 7DTE and 30DTE remain in Q3 - not a structural vol event.
Zomma +28.48 (2.5x pre-market +11.39). GEX-vol feedback loop stronger than PM. However, combined with Speed -0.204 = vol expansion amplifies GEX non-directionally (increases gamma at ATM but dampens directional momentum). Supports range/pin dynamics with explosive EOD gamma rather than trend.
Higher-Order
Second + third-order greeksDOUBLED from PM (+546 to +1054). Extreme on expiry day. Gamma spikes into close - expect lock-in at dominant GEX cluster (RTY 2924/RUT 2920). Last 2 hours are high-risk for outside-pin positions.
REVERSED from PM +0.028. Gamma now falls as price rises. Critical regime change: upside is self-dampening. Pre-market bull squeeze mechanism is disabled. Range/mean-reversion strongly favored.
More negative than PM (-160 to -386). Vol compression positioning. 0DTE IV of 219% will fade into close. Vomma-driven decay supports premium compression into expiry.
GEX increases strongly with vol. ARMED (2.5x PM). But Speed reversal means vol-GEX feedback amplifies pin dynamics rather than trend. Supports explosive EOD gamma at 2920-2924.
IV Intelligence
Quadrant · skew · term structureCross-Asset Confirmation / Component Confluence
CONFIRMING · COMPLETENative futures levels stay primary. Use ETF conversions as corroboration and component zones as provisional structure only, especially when the overlay is partial or quality flags are present.
Native Levels Confirmed
4 matched levelsRTY 2919 (RUT 2915) soft support is secondarily confirmed by IWM ratio level near 2918.87 and 3-stock zone 2918.93-2923.31.
RTY 2869 (RUT 2865) conf-3 Globex gap fill is secondarily confirmed by IWM ratio level near 2868.54.
RTY 2959 (RUT 2955) secondary resistance is secondarily confirmed by IWM ratio level near 2959.13.
RTY 2924 (RUT 2920) DOMINANT VANNA PIN - current price anchor is secondarily confirmed by 6-stock zone 2924.08-2928.76.
ETF Confirmation Levels
IWM ratio-convertedIWM ratio-converted CALL_WALL at 2939.00 (DTE 0). Secondary confirmation only.
IWM ratio-converted PUT_WALL at 2717.57 (DTE 0). Secondary confirmation only.
IWM ratio-converted PUT_SUPPORT at 2717.57 (DTE 0). Secondary confirmation only.
IWM ratio-converted PUT_FLOOR at 2717.57 (DTE 0). Secondary confirmation only.
Component Confluence Zones
Provisional only6-stock call-side confluence cluster centered 2926.50. Provisional component estimate, not a native executable level.
3-stock put-support confluence cluster centered 2921.12. Provisional component estimate, not a native executable level.
14-stock call-side confluence cluster centered 2926.01. Provisional component estimate, not a native executable level.
9-stock put-support confluence cluster centered 2921.27. Provisional component estimate, not a native executable level.
Cautions
Quality-aware language- Component zones rely on static/proxy weights rather than holdings-confirmed weights and stay secondary to native futures levels.
- At least one component projection defaulted beta to 1.0, so component-zone placement is approximate.
- Source coverage was degraded by quote gaps or pagination truncation, so missing confirmations are not a signal by themselves.
- One or more component zones were built from a small contributor set and should be treated as provisional only.
- MCP-native individual stock Greek scans are unavailable. If component zones are attached, they come from the system-level Polygon overlay path and remain secondary/provisional to native index and MCP levels.
Overlay Diagnostics
Runtime 41s- LIGHTER_SELECTION_PATH: using static seed order for this overlay run to avoid a duplicate liquidity pre-scan before component resolution.
- ETF_SOURCE: contracts:PAGINATION_REQUIRED
- COMPONENT_SOURCE: Selected universe uses STATIC_SEED_FALLBACK and HOLDINGS_STALE until issuer/provider holdings adapters exist.
- COMPONENT_SOURCE: Using static seed order for this run to avoid a duplicate liquidity pre-scan before component source resolution.
LBF Status
Look-Below-And-Fail · conditions armedAccuracy Log
Outcomes · last 18 levels scored| Date | Symbol | Level | Predicted | Outcome | Notes |
|---|---|---|---|---|---|
| 2026-04-20 | RTY | HVL@ 2796.00 | LONG_ABOVE | HIT | RTY opened 2777.00, printed a 30-minute close of 2791.90, then reclaimed and held above 2796. Session high reached 2809.30 and close finished 2807.60, confirming the upside pivot break. |
| 2026-04-17 | RTY | CALL WALL@ 2782.00 | Fade at post-pin continuation target | MISSED | Price never reached 2782 — pinned tight at 2773 |
| 2026-04-17 | RTY | PUT FLOOR@ 2752.00 | Bear trigger — clean break = cascade | HELD | Session low was 2762 — never tested 2752 |
| 2026-04-17 | RTY | DOMINANT ANCHOR@ 2775.00 | OPEX PIN — consolidate at IWM 275 into 4PM close | HIT | Closed RTY 2773.5. OPEX pin held perfectly. |
| 2026-04-16 | RTY | CALL WALL@ 2756.00 | First target on 2736 long | HIT | Target hit cleanly ~12:30 ET |
| 2026-04-16 | RTY | GAMMA FLIP@ 2764.00 | ATH amplifier gate — sustained break = acceleration | REJECTED | Tagged 2761.5 (ATH) but failed to sustain above 2764 flip |
| 2026-04-16 | RTY | DOMINANT ANCHOR@ 2736.00 | Bull gate: 2736 IB accept = long trigger | HIT | Accepted 2736 on 15-min bar, ran to 2756 by noon |
| 2026-04-15 | RTY | HVL@ 2679.00 | Gamma flip gate — hold = bull regime | HELD | Never tested — session stayed above 2705 |
| 2026-04-15 | RTY | VANNA MAGNET@ 2722.00 | Vol compression pulls to vanna magnet | HIT | RTY tagged 2722.5 within first 45 min of RTH |
| 2026-04-15 | RTY | CALL WALL@ 2737.00 | Dominant call wall — fade at | REJECTED | Tested 2736.5, rejected twice; closed 2725 |
| 2026-04-15 | RTY | GAMMA FLIP@ 2732.00 | Regime flip on reclaim | MISSED | Rejected twice then price broke lower — flip never reclaimed |
| 2026-04-15 | RTY | PUT FLOOR@ 2710.00 | Absorption — put wall defends | ABSORBED | Intraday -$159K flipped to +$147K, held on two tests |
| 2026-04-15 | RTY | CALL WALL@ 2725.00 | Fade at 2725 — vanna-sandwich lid | REJECTED | Rejected 2724.8 high, closed 2716 |
| 2026-04-14 | RTY | DOMINANT ANCHOR@ 2672.00 | Gamma peak gravity center — buy on test | PENDING | Price never reached — held above 2687 |
| 2026-04-14 | RTY | HVL@ 2687.00 | HVL support — buy on test | HELD | Held intraday; 2687 was low of the day before bounce |
| 2026-04-14 | RTY | CALL WALL@ 2702.00 | Fade at dominant call wall | REJECTED | Rejected 2703.5 high multiple times; RTY consolidated 2685–2700 all day |
| 2026-04-13 | RTY | GAMMA FLIP@ 2564.50 | Bull thesis invalidation | HELD | Never traded near this level; tariff rally ensued |
| 2026-04-13 | RTY | HVL@ 2641.50 | 5-min hold = long trigger to VPOC 2663 | PENDING | — |