RTYTRANSITION
RTY's gamma regime has flipped to positive/dampening by position (spot above the native 0DTE GN) though the aggregate book is still mildly negative; netVanna has been building steadily more destabilizing all session and both charm centroids plus the dominant cross-rail cluster sit below spot -- a rotation day with a real, converging case for a mild downside lean, consistent with the user's post-VAH-contact expectation.
Treat today as a rotation day with a mild downside lean: fade strength back toward the 3027-3028 cross-rail cluster / VPOC zone rather than chasing a push into 3042+; only respect a clean break above 3042-3044 (up, opening room to 3058) or below 3021 (down, opening a path to 2981 then 2937).
Level Map
Confluence-ranked · distances from spot 3036.00Level Reaction
Intraday tape · RTY · 2026-07-07Greek Pressure
Dealer directional forces · next session0DTE book is mildly net-negative (call +$118.2M / put -$128.5M) but spot sits above the native 0DTE Gamma Neutral -- a book near its own pivot, a flip from yesterday's clean negative-gamma-below-GN read.
netVanna has built steadily more destabilizing all session (-172.2 at the open to -854.7 currently, a real monotonic-ish trend); the real structural readings (IWM rail) now sit mostly below spot rather than yesterday's clean magnet-then-antimagnet ceiling above.
netCharmDaily built ~5x over the session (21,799 to 114,060), a genuine sustained build; both charm centroids sit below spot, the larger (IWM, -561,705.7) co-located with the dominant cross-rail cluster.
netVomma positive, vol-of-vol amplifying around current strikes.
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 levelsIWM 1DTE vanna magnet above spot, vanna +1643.8 (RUT 3041.76) -- nearest real magnet above spot, near chart VAH is secondarily confirmed by IWM ratio level near 3057.33.
Native 0DTE Gamma Neutral, rootStability clean (RUT 3009.70) -- spot sits above it is secondarily confirmed by 6-stock zone 3029.66-3037.13.
9-member cross-rail cluster (rutNative+iwmProjected, dte 0/1/7/21), gexPercentile 0.975 -- dominant anchor, 9pts below spot is secondarily confirmed by 6-stock zone 3029.66-3037.13.
Exact-0DTE two-rail agreement (allCredible), essentially at live spot is secondarily confirmed by 9-stock zone 3023.46-3031.41.
ETF Confirmation Levels
IWM ratio-convertedIWM ratio-converted CALL_WALL at 3067.49 (DTE 0). Secondary confirmation only.
IWM ratio-converted PUT_WALL at 2955.76 (DTE 0). Secondary confirmation only.
IWM ratio-converted PUT_SUPPORT at 2955.76 (DTE 0). Secondary confirmation only.
IWM ratio-converted PUT_FLOOR at 2955.76 (DTE 0). Secondary confirmation only.
Component Confluence Zones
Provisional only12-stock call-side confluence cluster centered 3037.87. Provisional component estimate, not a native executable level.
6-stock put-support confluence cluster centered 3033.48. Provisional component estimate, not a native executable level.
9-stock put-support confluence cluster centered 3026.72. Provisional component estimate, not a native executable level.
2-stock call-side confluence cluster centered 3027.30. 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 | — |