RTYNEGATIVE
RTY's native and IWM-projected rails disagree on 0DTE gamma sign and both 0DTE Gamma Neutral reads are ambiguous (multiRoot), leaving no clean structural edge; price is consolidating in a smaller balance below the larger multiday value area after this week's breakdown, and today resolves either as continuation (through 2933/2901) or a reclaim back toward 3000 (through 2996/3013).
RTY's own two rails disagree on 0DTE gamma sign (native -$197.6M vs IWM +$107.2M) and both 0DTE Gamma Neutral levels are multiRoot/ambiguous, so there is no clean structural edge at the open; trade the smaller post-breakdown balance (RTY 2933-2996) as the operative range and react to a volume-confirmed break of either edge rather than anticipating one.
Level Map
Confluence-ranked · distances from spot 2979.00Level Reaction
Intraday tape · RTY · 2026-07-09Greek Pressure
Dealer directional forces · next sessionNative RUTW 0DTE book decisively negative/accelerant, 84% coverage; IWM's own 0DTE book reads positive — genuine cross-rail sign conflict. Both rails agree negative beyond 0DTE (1DTE, 6DTE).
Thin near spot; the largest vanna structures in the book (antimagnet -4,680 at RTY 3013, magnets +6,183/+6,378 well below at RTY 2933/2908) sit outside the immediate pivot zone, so no dominant nearby force is pinning price.
Built steadily positive most of the session (45K to 72K) then dropped sharply to ~10.5K at the most recent chain refresh (coverage-corroborated) — decay pressure has meaningfully eased in the last 40 minutes.
Small and positive, thin-coverage signal, directionally stable through the recent refresh.
Modest vol-of-vol exposure, in line with today's front-weekly VIX pin.
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 levelsDominant 0/7/21DTE put-side cross-rail confluence (pin zone) is secondarily confirmed by IWM ratio level near 2974.13 and 10-stock zone 2975.77-2986.78.
Dominant 0/7/21DTE call-side cross-rail confluence (pin zone) is secondarily confirmed by IWM ratio level near 2974.13 and 10-stock zone 2975.77-2986.78.
RUT native 21DTE Gamma Neutral is secondarily confirmed by IWM ratio level near 3065.48.
STRONG cross-rail call cluster (nearest real resistance) is secondarily confirmed by 7-stock zone 2983.91-2993.91.
ETF Confirmation Levels
IWM ratio-convertedIWM ratio-converted CALL_WALL at 3004.58 (DTE 0). Secondary confirmation only.
IWM ratio-converted PUT_WALL at 2953.83 (DTE 0). Secondary confirmation only.
IWM ratio-converted PUT_SUPPORT at 2953.83 (DTE 0). Secondary confirmation only.
IWM ratio-converted PUT_FLOOR at 2953.83 (DTE 0). Secondary confirmation only.
Component Confluence Zones
Provisional only10-stock call-side confluence cluster centered 2981.43. Provisional component estimate, not a native executable level.
10-stock put-support confluence cluster centered 2973.24. Provisional component estimate, not a native executable level.
7-stock call-side confluence cluster centered 2989.78. Provisional component estimate, not a native executable level.
7-stock call-side confluence cluster centered 2980.47. 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 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.
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 | — |