RTYPOSITIVE
0DTE gamma is thin/transitional and 6DTE has already flipped negative; vanna is SHORT/destabilizing with no containment above live spot, and charm carries the family's most lopsided bearish skew (3:1) - the structure leans toward a dip/retest of the vanna magnet cluster before any further push at the highs, consistent with the user's own instinct even against a slightly bullish longer-term tilt.
RUT/RTY 0DTE gamma is thin and transitional (sitting right at Gamma Neutral) while 6DTE flips net negative; vanna is SHORT/destabilizing with no containment structure between the magnet cluster and live spot, and charm leans Downward with a 3:1 imbalance - the most lopsided bearish charm skew in the family this week. RUT is the one destabilizing index today against SPX/NDX's synchronized stabilizing regime. Hold RTY 3058 (0DTE call wall, at live spot) keeps the acceptance/bull case alive; losing the vanna magnet cluster (3038-3047) confirms the dip-first case the structure favors.
Level Map
Confluence-ranked · distances from spot 3058.00Level Reaction
Intraday tape · RTY · 2026-07-02Greek Pressure
Dealer directional forces · next sessionRUT vanna SHORT/destabilizing (VHI -59,824), trend falling but still clearly negative; live spot has pushed above the magnet cluster with no containment structure above it - the only destabilizing index in the family today
Charm/gamma ratio 252 (dominant); pathOfLeastResistance explicitly Downward with a 3:1 imbalance (charmBelowSpot 60.7B vs charmAboveSpot 20.2B) - the most lopsided bearish charm skew in the family this week, even as net flow itself rises steadily
0DTE barely positive and sitting right at the Gamma Neutral line (transitional); 6DTE flips negative (-$78,934) - a term-structure sign flip corroborated by the desktop heatmap's forward-negative reading
Positive color both MCP and desktop - gamma building, though far more slowly than SPX/NDX today (+22% vs +83%/+115% premarket gamma growth)
MCP reads dampening; desktop reads amplifying (+630,313) - cross-source disagreement, same pattern as ES/NQ this morning
Higher-Order
Second + third-order greeks—
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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 levels0DTE Gamma Neutral (clean) is secondarily confirmed by IWM ratio level near 3034.30 and 1-stock zone 3037.12-3041.70.
Confluence support (0,6DTE) is secondarily confirmed by IWM ratio level near 3013.86.
6DTE Gamma Neutral is secondarily confirmed by 3-stock zone 3050.20-3054.78.
0DTE Call Wall + confluence resistance is secondarily confirmed by 3-stock zone 3051.72-3056.30.
ETF Confirmation Levels
IWM ratio-convertedIWM ratio-converted CALL_WALL at 3105.81 (DTE 0). Secondary confirmation only.
IWM ratio-converted PUT_WALL at 3013.86 (DTE 0). Secondary confirmation only.
IWM ratio-converted PUT_SUPPORT at 3013.86 (DTE 0). Secondary confirmation only.
IWM ratio-converted PUT_FLOOR at 3013.86 (DTE 0). Secondary confirmation only.
Component Confluence Zones
Provisional only3-stock put-support confluence cluster centered 3054.01. Provisional component estimate, not a native executable level.
3-stock put-support confluence cluster centered 3052.49. Provisional component estimate, not a native executable level.
11-stock call-side confluence cluster centered 3059.49. Provisional component estimate, not a native executable level.
5-stock call-side confluence cluster centered 3050.60. 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 32s- 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 | — |