RTYPOSITIVE
PCE confirmed in-line; vanna flipped extreme long (+9,021); hold RTY 2924 on open and the session resolves toward RTY 2931-2944 - fail that level and anti-magnet cascade takes RTY to 2899-2884.
PCE confirmed in-line. IV crushed from 229% to 90.37%. Vanna flipped EXTREME LONG (VHI +9,021 vs pre-market -2,129 = +11,150 swing). Price at RTY 2918 - below 0DTE HVL 2924 after spike-and-reject to 2926. RTH open is the decision point: hold above RTY 2924 = vanna magnetic pull to 2928-2934 (primary magnet) and 2944 (1DTE call wall). Fail below RTY 2914 = vanna void + neg GEX zone cascade to 2899-2884. Color +1,024 creates strong EOD pin after 13:00 ET toward 2924-2944. LBF INACTIVE but tensionIndex elevated to 3/4 conditions. Range/pin thesis governs.
Level Map
Confluence-ranked · distances from spot 2914.00Level Reaction
Intraday tape · RTY · 2026-05-28Greek Pressure
Dealer directional forces · next sessionPOSITIVE gamma all confirmed DTEs. Total 3.34M. 1DTE dominant $2.61M (78%). 0DTE $587K. 6DTE $147K. All DTEs positive. Price at 0DTE HVL 2924 RTY. Above 2924 = full dampening. Below 2924 = transitional, approaching neg GEX zone 2894-2879.
EXTREME LONG VANNA - REGIME FLIP FROM PRE-MARKET. VHI +9,021 vs avg +1,501 = +7,520 above average. WAS SHORT -2,129 pre-market (+11,150 swing). DOMINANT anti-magnet: RUT 2909.7 (-8,818) = RTY 2913.7 (below current). Local anti-magnet: RUT 2915.5 (-2,096) = RTY 2919.5 (AT current price). PRIMARY LONG MAGNET: RUT 2930.2 (+8,356) = RTY 2934.2. Net force: STRONGLY UP once HVL 2924 cleared.
Net -2.9B negative charm but BALANCED path (1.37x below-spot vs 1.6x pre-market). Above-spot charm attractors at RUT 2975 (+1.87B) and 2955 (+1.03B) and 2945 (+800M) = strong EOD upward pull. Below-spot primary: RUT 2880 (-1.03B negative) = bear target zone. Balanced overall = EOD pin toward call cluster 2944-2975 via charm + color.
Color +1,024. STRONG EOD pin today (0DTE expiry). After 13:00 ET, dominant 0DTE GEX clusters at 2920/2945/2955/2975 pull price toward this zone. Second only to RTY pre-market Color +948. Fade any moves away from 2924-2944 after 13:30 ET.
Speed -0.118. Gamma FALLS as price rises (upside self-dampening above HVL). Gamma RISES as price falls (downside amplification in neg GEX zone 2894-2879). Same asymmetry as pre-market: bull is gentle, bear is violent.
NEGATIVE VOMMA - vol compression confirmed. IV will continue decaying from 90% toward lower levels through session. PCE event is over. Negative vomma = fade vol bids. Supports long delta regime and gamma pin dynamics. No further vol spike expected absent fresh catalyst.
Zomma +10.94. Moderate positive. GEX increases with vol. Less extreme than pre-market. No exceptional vol-GEX feedback loop. Normal session behavior post-event.
Higher-Order
Second + third-order greeksEOD pin gravity +1,024. TODAY is 0DTE expiry. After 13:00 ET, dominant 0DTE GEX clusters at 2920/2945/2955/2975 pull price toward 2924-2944 zone. Do not fight pin in final 2 hours.
Gamma FALLS as price rises (upside self-dampening above HVL 2924). Gamma RISES as price falls (STRONG downside amplification below 2914). Asymmetric: bull is gentle grind, bear is fast cascade through neg GEX zone.
NEGATIVE vomma = vol compression. PCE event completed - IV will decay throughout session from 90% toward lower levels. Confirms no further vol spike expected. Long delta / positive GEX bias is correct regime.
Moderate positive zomma. GEX increases with vol but not extreme. Not armed. Normal post-event session behavior.
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 2914 (RUT 2910) VANNA VOID ENTRY - BEAR GATE is secondarily confirmed by 3-stock zone 2911.76-2916.14.
RTY 2919 (RUT 2915) VANNA ANTI-MAGNET - AT CURRENT PRICE - INSTABILITY ZONE is secondarily confirmed by 3-stock zone 2911.76-2916.14.
RTY 2924 (RUT 2920) 0DTE HVL + CALL WALL - BULL ACTIVATION / SESSION FULCRUM is secondarily confirmed by 14-stock zone 2914.48-2923.98.
RTY 2928 (RUT 2924) VANNA MAGNET #2 - FIRST BULL PULL TARGET is secondarily confirmed by 14-stock zone 2914.48-2923.98.
ETF Confirmation Levels
IWM ratio-convertedComponent Confluence Zones
Provisional only3-stock put-support confluence cluster centered 2913.95. Provisional component estimate, not a native executable level.
6-stock put-support confluence cluster centered 2913.48. Provisional component estimate, not a native executable level.
14-stock call-side confluence cluster centered 2918.97. Provisional component estimate, not a native executable level.
13-stock call-side confluence cluster centered 2918.57. 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 37s- 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.
- MISSING_ETF_SPOT: cannot convert IWM CALL_WALL
- MISSING_ETF_SPOT: cannot convert IWM PUT_WALL
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 | — |