NQTRANSITION
NQ at gamma flip with vanna upgrade (SHORT->LONG flip) but structurally messy: 0DTE negative GEX, charm 2.17x bearish, IV not crushed (Q1 maintained). Range 29840-30080, bias toward lower half. Vanna supports test of 30000-30070 but EOD gravity reverses it.
NQ at critical gamma flip inflection (NDX 29915/NQ 29985). Vanna flipped LONG (+16,048 swing from pre-market) but 0DTE is net negative GEX at current price. IV NOT crushed - still Q1 Bullish Exuberance (199.2%, 79.4%ile, positive call skew RR+76). Charm 2.17x downward = EOD gravity bearish. Color only +88 (no mechanical pin). NQ can rally to 30000-30070 if anti-magnet cleared but likely reverts EOD. Range 29840-30080, bias toward lower half into close.
Level Map
Confluence-ranked · distances from spot 29909.00Level Reaction
Intraday tape · NQ · 2026-05-28Greek Pressure
Dealer directional forces · next sessionTRANSITION - 0DTE net NEGATIVE at current price (-, breakdown at NDX 29892). 1DTE +.37M dominant (45%) and 6DTE +.09M positive. Total +.30M across all confirmed DTEs. AT gamma flip NDX 29915/NQ 29985 (user anchor NQ 29979 is 6 pts below flip). Negative 0DTE GEX = amplification for 0DTE moves. 1DTE/6DTE positive = structural cushion. TRANSITION regime.
LONG STABILIZING - FULL FLIP from pre-market SHORT -4,269. Current VHI +11,779 vs avg +2,113 (+457% above avg). 16,048-point swing intraday. Trend: RISING. DOMINANT LONG MAGNETS: NDX 29987 (+16,084), 30017 (+13,331), 30047 (+5,099), 29957 (+4,759). ANTI-MAGNETS: NDX 29897 (-11,286 DOMINANT, 12 NDX pts below), 29927 (-6,095, 18 NDX pts above), 29867 (-4,863). User NQ 29979 INSIDE anti-magnet sandwich (29897-29927). Must clear 29927 to access long vanna magnets.
Net -. Path of least resistance: DOWNWARD. Below-spot charm .0B vs above-spot .9B (2.17x downward skew). Dominant EOD attractor NDX 29200 (+.72B), 29190 (+.57B). Upside: NDX 30210 (+), 30450 (+) distant. No mechanical Color pin (+88 only). Charm governs NQ EOD direction: gravity BEARISH.
Color +88.8. WEAK EOD PIN - 84x smaller than ES Color +7,493. NQ has essentially NO mechanical pin force into the close. Directional moves persist through 3-4 PM ET. Charm (2.17x downward) is the EOD governor for NQ, not Color. NQ can trend in either direction into close.
Speed -0.004. NEGLIGIBLE. Gamma essentially flat with respect to price changes. No significant amplification or dampening dynamics from Speed for NQ.
Vomma +938. Positive but small. IV event premium retaining value (Q1 regime, 199.2% ATM IV). Consistent with partial vol crush scenario. If vol rises from 199.2%, positive vomma means GEX slightly amplifies.
Zomma +1.46. Negligible. No anomalous gamma-vol interaction signal for NQ.
Higher-Order
Second + third-order greeksWEAK EOD PIN - 84x smaller than ES Color +7,493. NQ has essentially NO mechanical pin force into the close. Directional moves in NQ can persist through 3-4 PM ET window. Charm (not Color) governs NQ EOD direction.
Negligible. Gamma nearly flat with respect to price. No significant amplification or dampening signal from speed.
Positive but small. IV event premium retaining some value. Consistent with Q1 regime not fully crushing.
Negligible. No anomalous gamma-vol interaction signal.
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 levelsNQ 29650 (NDX 29580) conf-3 support + 6DTE HVL is secondarily confirmed by 3-stock zone 29652.73-29697.69.
NQ 29967 (NDX 29897) dominant vanna anti-magnet below is secondarily confirmed by 5-stock zone 29954.04-30000.61.
NQ 29985 (NDX 29915) gamma flip - SESSION FULCRUM is secondarily confirmed by 5-stock zone 29954.04-30000.61.
NQ 29997 (NDX 29927) vanna anti-magnet above - friction zone is secondarily confirmed by 5-stock zone 29954.04-30000.61.
ETF Confirmation Levels
QQQ ratio-convertedComponent Confluence Zones
Provisional only3-stock put-support confluence cluster centered 29675.21. Provisional component estimate, not a native executable level.
5-stock call-side confluence cluster centered 29977.39. Provisional component estimate, not a native executable level.
6-stock put-support confluence cluster centered 29819.74. Provisional component estimate, not a native executable level.
8-stock call-side confluence cluster centered 30001.98. 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.
- Parts of the overlay could not be converted onto the futures axis because a required live price was unavailable.
- 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 44s- 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
- ETF_SOURCE: contracts:PAGINATION_TRUNCATED
- 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.
- MISSING_ETF_SPOT: cannot convert QQQ CALL_WALL
LBF Status
Look-Below-And-Fail · conditions armedAccuracy Log
Outcomes · last 2 levels scored| Date | Symbol | Level | Predicted | Outcome | Notes |
|---|---|---|---|---|---|
| 2026-04-20 | NQ | DOMINANT ANCHOR@ 26831.00 | FADE_AT | HELD | High print was 26827.00, four points shy of the 26831 anchor. The ceiling held and the contract closed back below at 26774.50. |
| 2026-04-20 | NQ | PUT FLOOR@ 26689.00 | BUY_ON_TEST | ABSORBED | NQ broke below first support to 26593.75, but the move did not extend to 26499 structural support. The contract recovered and closed 26774.50, so the downside strike occurred but was ultimately absorbed. |