Edition · Friday, May 29, 2026·Archived · 2d ago · historical·29 May 2026 13:17 UTC
RTYPOSITIVE
Spot2934.00Futures2938.00Basis+4.00SessionREGULAR
Dealer Regime
Positive Gamma - LOW risk, mean-reverting, dealer absorbing
NetGEX $2.6MRisk LOW
Opening Type
OPEN AUCTION
Conf 55%Day NEUTRALGAP UP
Desk Thesis · 2026-05-29
Positive gamma pin with bull bias at VAH 2940 RUT / 2944 RTY - all confirmed DTEs positive GEX, vanna magnet at 2941, call wall at 2940, positive color strengthening pin into close. Bull gate: accept above 2944 RTY = 2964/2979 targets. Bear gate: reject from 2944, break 2929 anti-magnet = VPOC test 2929 then gamma flip 2914.
Pin-first day with bull bias. Accept above 2944 RTY = long toward 2964/2979/2999. Reject from 2944 with break of 2929 = short toward 2929/2914. Vol trigger at 2914 RTY = acceleration. Gap at 2869 RTY = medium-term anchor. No trades first 30 min.
Level Map
Confluence-ranked · distances from spot 2934.00RTY
RUT
Level
Action · Distance
RTY3014.00
RUT3010.00
CALL WALL7DTE call wall / charm growth +2.74 / confluence score 3
WATCH+2.59% · conf 50
RTY2999.00
RUT2995.00
CALL WALLCall wall cluster / charm growth / 681 call OI
WATCH+2.08% · conf 40
RTY2984.00
RUT2980.00
GEX MAGNET7DTE HVL
WATCH+1.57% · conf 40
RTY2979.00
RUT2975.00
STRUCTURAL FLOORConfluence resistance score 3 all DTEs - second upside target
WATCH+1.40% · conf 50
RTY2964.00
RUT2960.00
CALL WALL3DTE call wall - first upside target on breakout
WATCH+0.88% · conf 75
RTY2954.00
RUT2950.00
VANNA MAGNETSecondary vanna magnet VHI +15411
WATCH+0.54% · conf 40
RTY2945.00
RUT2941.00
VANNA MAGNETPrimary vanna magnet VHI +28654 - stabilising, pulls spot toward strike
WATCH+0.24% · conf 60
RTY2944.00
RUT2940.00
DOMINANT ANCHORCall Wall / VAH / Vanna Magnet - 5-confluence bull/bear gate
WATCH+0.20% · conf 75
RTY2942.00
RUT2938.00
VANNA MAGNETTertiary vanna magnet VHI +14428 - near current spot
WATCH+0.14% · conf 40
SPOT
RTY2938.00
RUT2934.00
Range 2874.00–3008.00
RTY2933.00
RUT2929.00
VANNA ANTIMAGNETVanna anti-magnet VHI -9739 - trap door, bear activation level 1
WATCH-0.17% · conf 40
RTY2930.00
RUT2926.00
VANNA ANTIMAGNETVanna anti-magnet VHI -8607 - cascade acceleration, bear activation level 2
WATCH-0.27% · conf 40
RTY2929.00
RUT2925.00
PUT WALLVPOC 4-day balance / 3DTE top positive GEX - first downside magnet
WATCH-0.31% · conf 65
RTY2924.00
RUT2920.00
VANNA ANTIMAGNETDominant anti-magnet VHI -12248 - primary bear cascade trigger
WATCH-0.48% · conf 60
RTY2918.00
RUT2914.00
VANNA ANTIMAGNETVanna anti-magnet VHI -8658 + near gamma flip - cascade zone
WATCH-0.68% · conf 60
RTY2914.00
RUT2910.00
VOL TRIGGERGamma flip / vol trigger / 0DTE put wall - below = negative gamma acceleration
WATCH-0.82% · conf 75
RTY2909.00
RUT2905.00
PUT WALL3DTE put wall
WATCH-0.99% · conf 40
RTY2904.00
RUT2900.00
PUT FLOORVol trigger / VVAL / 933 volume - structural floor
WATCH-1.16% · conf 75
RTY2894.00
RUT2890.00
HVL FLOOR3DTE HVL / 3DTE top positive GEX strike
WATCH-1.50% · conf 40
RTY2869.00
RUT2865.00
NEG GEX TRIGGERUnfilled Sunday gap close / max charm decay zone / THETA_DECAY_SHELF
WATCH-2.35% · conf 60
RTY2804.00
RUT2800.00
STRUCTURAL FLOORStructural floor confluence score 3 all DTEs / 865 volume
WATCH-4.56% · conf 50
RTY2764.00
RUT2760.00
PUT FLOORMax charm growth zone +7.46 - deep OTM puts gaining delta fastest
WATCH-5.92% · conf 40
Level Reaction
Intraday tape · RTY · 2026-05-29Loading session tape…
Greek Pressure
Dealer directional forces · next sessionGAMMA
COMPRESSION · 65
Net positive GEX all confirmed DTEs - dealer absorbing, moves dampened. Positive color (+4082) strengthens pin into Friday close.
CHARM
DOWN · 58
Net negative charm (downward bias). RISING trend (C/G ratio 19.3 and climbing). Friday charm effect: stronger pull as day ages. Net charm mass below spot (40.6B) >> above (23.3B).
VANNA
COMPRESSION · 52
Long vanna, VHI below session average and falling. Magnet at 2941 (call wall). Anti-magnet cascade band 2914-2929. Vol compression pulls to 2941.
VOMMA
DOWN · 30
Vomma -1492.83 - vol expansion decreases positive GEX effect. VIX spike could momentarily weaken dealer absorption.
Higher-Order
Second + third-order greekscolor
LATENT
4081.820
POSITIVE - unusual. Gamma builds with time. Pin effect strengthens as Friday ages. Key bull signal.
speed
LATENT
-0.368
Negative - gamma decreases as price falls. Below gamma flip acceleration ensues.
vomma
LATENT
-1492.830
Negative - vol expansion reduces option value. VIX spike could momentarily weaken the pin.
zomma
LATENT
61.380
Positive - gamma increases modestly with vol expansion. Modest effect.
IV Intelligence
Quadrant · skew · term structureRegime Quadrant
Q1_EXUBERANCE
ATM IVUnavailable
IV Percentile98
Skew Pctile98
Skew ShapeSMIRK
Expected Daily MoveNot captured
Term Structure
Not captured
Term structure not captured for this sessionExpected: ivRegime.termStructure as array of IV fractions per tenor (front/mid/back).
Cross-Asset Confirmation / Component Confluence
CONFIRMING · COMPLETE4 native levels received secondary cross-asset confirmation. Strongest alignment sits around 2918.00 via ETF ratio levels and component confluence zones.
Native 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.
Secondary confirmation only. Native index and MCP levels remain primary. MCP-native individual stock Greek scans are unavailable; if component confluence is attached it was produced by the system-level Polygon overlay path and remains opt-in, secondary, and provisional rather than an executable native futures level. Component weights are static/proxy unless explicitly holdings-confirmed, beta may be defaulted to 1.0, and TOP_10 lists should not be treated as quantitatively ranked until liquidity plus holdings/beta calibration are implemented.
Native Levels Confirmed
4 matched levelsVANNA ANTIMAGNET
72 conf
2918.00
Vanna anti-magnet VHI -8658 + near gamma flip - cascade zone
Vanna anti-magnet VHI -8658 + near gamma flip - cascade zone is secondarily confirmed by IWM ratio level near 2917.58 and 12-stock zone 2917.44-2927.84.
ETF 3COMP 2
PUT WALL
38 conf
2909.00
3DTE put wall
3DTE put wall is secondarily confirmed by IWM ratio level near 2907.52.
ETF 2
PUT WALL
19 conf
2929.00
VPOC 4-day balance / 3DTE top positive GEX - first downside magnet
VPOC 4-day balance / 3DTE top positive GEX - first downside magnet is secondarily confirmed by 3-stock zone 2931.53-2935.93.
COMP 2
VANNA ANTIMAGNET
19 conf
2930.00
Vanna anti-magnet VHI -8607 - cascade acceleration, bear activation level 2
Vanna anti-magnet VHI -8607 - cascade acceleration, bear activation level 2 is secondarily confirmed by 3-stock zone 2931.53-2935.93.
COMP 2
ETF Confirmation Levels
IWM ratio-convertedIWM
0.85
2917.58
CALL_WALL · DTE 0
IWM ratio-converted CALL_WALL at 2917.58 (DTE 0). Secondary confirmation only.
IWM
0.85
2666.06
PUT_WALL · DTE 0
IWM ratio-converted PUT_WALL at 2666.06 (DTE 0). Secondary confirmation only.
IWM
0.85
2666.06
PUT_SUPPORT · DTE 0
IWM ratio-converted PUT_SUPPORT at 2666.06 (DTE 0). Secondary confirmation only.
IWM
0.85
2666.06
PUT_FLOOR · DTE 0
IWM ratio-converted PUT_FLOOR at 2666.06 (DTE 0). Secondary confirmation only.
Component Confluence Zones
Provisional onlyPUT_SUPPORT
0.42
2931.53 - 2935.93
center 2933.73 · 3 names · DTE 7
3-stock put-support confluence cluster centered 2933.73. Provisional component estimate, not a native executable level.
PUT_SUPPORT
0.41
2917.44 - 2927.84
center 2923.11 · 12 names · DTE 0
12-stock put-support confluence cluster centered 2923.11. Provisional component estimate, not a native executable level.
CALL_WALL
0.40
2935.58 - 2943.85
center 2938.79 · 13 names · DTE 7
13-stock call-side confluence cluster centered 2938.79. Provisional component estimate, not a native executable level.
CALL_WALL
0.40
2931.78 - 2942.53
center 2938.28 · 13 names · DTE 0
13-stock call-side confluence cluster centered 2938.28. 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 27s- 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 armedCharm Dominant
Vanna Cascade Active
Gamma Regime Negative
Vol Trigger Proximity
NOT ARMED · 1/3 conditions
0
Tension Index
Accuracy 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 | — |
Total Logged18
Scored16
Hit Rate81%
Best Level TypeHVL 100%
Archive
Recent editions2026-05-29 · NQ
NQ is the higher-beta, higher-cascade-risk instrument. Anti-magnet band at 29997-30178 NDX (30073-30254 NQ) surrounds current spot. Vanna magnet at 30300 NDX (30376 NQ) pulls upward on vol compression. Bull gate: 30376 NQ then HVL 30516 then call wall 30626. Bear gate: 30176 NQ (put wall/top neg GEX) ? anti-magnet cascade through 30073-30164 NQ ? 30036 (put wall) ? gap 29617 NQ.
OPEN AUCTION · NEUTRAL
NEUTRALPOSITIVE—
2026-05-29 · ES
Massive positive gamma pin with bull bias. 7600 SPX / 7610 ES is triple-DTE call wall and 7DTE HVL - the structural ceiling of the day. Friday charm C/G ratio 607 (rising) pulls ES toward 7650-7660 charm magnet into close. Short/destabilizing vanna (VHI -983K) means vol expansion could overcome the pin. Bull gate: 7610 ES acceptance ? 7630/7660. Bear gate: 7585 ES (HVL) rejection ? 7550 put wall, 7497 gap/gamma flip zone.
OPEN AUCTION · NEUTRAL
BULLISHPOSITIVE—
2026-05-29 · RTY
Positive gamma pin with bull bias at VAH 2940 RUT / 2944 RTY - all confirmed DTEs positive GEX, vanna magnet at 2941, call wall at 2940, positive color strengthening pin into close. Bull gate: accept above 2944 RTY = 2964/2979 targets. Bear gate: reject from 2944, break 2929 anti-magnet = VPOC test 2929 then gamma flip 2914.
OPEN AUCTION · NEUTRAL
BULLISHPOSITIVE—
2026-05-29 · RTY
Positive gamma pin with bull bias at VAH 2940 RUT / 2944 RTY - all confirmed DTEs positive GEX, vanna magnet at 2941, call wall at 2940, positive color strengthening pin into close. Bull gate: accept above 2944 RTY = 2964/2979 targets. Bear gate: reject from 2944, break 2929 anti-magnet = VPOC test 2929 then gamma flip 2914.
OPEN AUCTION · NEUTRAL
BULLISHPOSITIVE—
2026-05-29 · RTY
Positive gamma pin with bull bias at VAH 2940 RUT / 2944 RTY - all confirmed DTEs positive GEX, vanna magnet at 2941, call wall at 2940, positive color strengthening pin into close. Bull gate: accept above 2944 RTY = 2964/2979 targets. Bear gate: reject from 2944, break 2929 anti-magnet = VPOC test 2929 then gamma flip 2914.
OPEN AUCTION · NEUTRAL
BULLISHPOSITIVE—
2026-05-28 · NQ
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.
OPEN TEST DRIVE · NORMAL
NEUTRALTRANSITION—
2026-05-28 · NQ
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.
OPEN TEST DRIVE · NORMAL
NEUTRALTRANSITION—
2026-05-28 · ES
PCE confirmed in-line; IV crushed Q1-to-Q4; vanna surged +160% above avg; Color +7,493 creates dominant EOD pin toward ES 7540/SPX 7530 call wall. Hold ES 7510 mechanical floor and session closes near ES 7530-7540.
OPEN TEST DRIVE · NORMAL
BULLISHPOSITIVE—
2026-05-28 · ES
PCE confirmed in-line; IV crushed Q1-to-Q4; vanna surged +160% above avg; Color +7,493 creates dominant EOD pin toward ES 7540/SPX 7530 call wall. Hold ES 7510 mechanical floor and session closes near ES 7530-7540.
OPEN TEST DRIVE · NORMAL
BULLISHPOSITIVE—