RTYNEGATIVE
RTY is in negative gamma across the whole 0-7DTE curve with an immediate vanna antimagnet sitting right at live spot on two independent rails, and a magnet-then-antimagnet ceiling roughly 10-35pts above -- a structure that favors rotation/chop within the balance over a clean trend, matching the user's continued-rotation expectation.
Treat today as a rotation day first: fade extremes of the 2996-3036 range back toward the 3011-3026 pivot zone rather than chasing a breakout; only respect a directional move on a clean clear of 3046 (up) or a convincing break below 3000/2996 (down, opening a path to the 2956 put wall).
Level Map
Confluence-ranked · distances from spot 3016.00Level Reaction
Intraday tape · RTY · 2026-07-06Greek Pressure
Dealer directional forces · next session0DTE book net short-gamma (call GEX +89.0M vs put -149.5M); live spot sits 6.6pts below the native 0DTE Gamma Neutral -- negative gamma, and the multi-DTE heatmap confirms negative netGEX at every explicit tenor through 7DTE.
netVanna flipped from destabilizing-negative (-70 to -234 most of the morning) to stabilizing-positive (+300 to +550) around 10:32Z, currently +530.3; RUT-native vanna magnitudes are noise-level, IWM rail carries the real structure -- a magnet-then-antimagnet ceiling roughly 10-35pts above spot.
netCharmDaily built to a ~47k peak mid-morning then dropped sharply and has been noisy near zero since (briefly negative) -- no clean charm-flow bias today, unlike the synchronized-positive charm read on SPX/NDX this morning.
netVomma positive, vol-of-vol amplifying; consistent with the destabilizing pockets sitting both at spot (fixed1m) and at the 3046 ceiling (1DTE).
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 levelsNative 0DTE Gamma Neutral, rootStability clean (RUT 3006.57) is secondarily confirmed by IWM ratio level near 3020.26 and 5-stock zone 3013.44-3020.52.
Native 7DTE put wall, credible OI 290 (RUT 2900) is secondarily confirmed by IWM ratio level near 2918.91.
RUT-native + IWM fixed1m antimagnets both co-located at live spot is secondarily confirmed by 5-stock zone 3013.44-3020.52.
IWM 1DTE call wall + strongest vanna magnet, vanna +2549.2 (RUT 3009.90) is secondarily confirmed by 11-stock zone 3013.94-3024.11.
ETF Confirmation Levels
IWM ratio-convertedIWM ratio-converted CALL_WALL at 3040.53 (DTE 0). Secondary confirmation only.
IWM ratio-converted PUT_WALL at 2918.91 (DTE 0). Secondary confirmation only.
IWM ratio-converted PUT_SUPPORT at 2918.91 (DTE 0). Secondary confirmation only.
IWM ratio-converted PUT_FLOOR at 2918.91 (DTE 0). Secondary confirmation only.
Component Confluence Zones
Provisional only5-stock put-support confluence cluster centered 3016.65. Provisional component estimate, not a native executable level.
11-stock call-side confluence cluster centered 3019.17. Provisional component estimate, not a native executable level.
10-stock put-support confluence cluster centered 3007.12. Provisional component estimate, not a native executable level.
2-stock call-side confluence cluster centered 3025.74. 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 24s- 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 | — |