Edition · Friday, July 10, 2026·Archived · 6d ago · historical·10 Jul 2026 12:36 UTC
RTYNEUTRAL
Spot3012.00SessionREGULAR
Desk Thesis · 2026-07-10
RTY's native 0DTE book is essentially gamma-neutral and spot sits on the book's largest destabilizing vanna force, while the largest stabilizing magnet in the whole book sits inside the chart's own unfinished-auction zone -- a data-corroborated setup for a shallow dip into that zone followed by a rotation back up, matching the operator's own read.
Treat 2971.98-2932.12 as the zone to watch for a shallow dip -- a volume-confirmed rejection there (not a break) validates the rotate-up thesis; the book's largest vanna magnet sits right in that zone. Don't lean on the 0DTE GN on either rail (both multiRoot, diagnostic only). No-trade inside 3006.49-3012.56, the narrow pivot band itself.
Level Map
Confluence-ranked · distances from spot 3012.00RTY
RUT
Level
Action · Distance
3012.56
VANNA ANTIMAGNETIWM-projected 0DTE vanna antimagnet, largest magnitude in whole book
WATCH+0.02% · conf 3
SPOT
RTY3012.00
RUT3012.00
live anchor
3011.00
CALL WALLRUT native 0DTE call wall
WATCH-0.03% · conf 2
3009.55
DOMINANT ANCHORMODERATE call-side cross-rail confluence (0/7/21DTE)
WATCH-0.08% · conf 2
3006.49
DOMINANT ANCHORSTRONG put-side cross-rail confluence (0/7/21DTE)
WATCH-0.18% · conf 3
3006.00
PUT WALLRUT native 0DTE put wall
WATCH-0.20% · conf 2
3005.53
HVL FLOORRUT native 0DTE Gamma Neutral (multiRoot, diagnostic only)
WATCH-0.21% · conf 1
2972.34
VANNA MAGNETIWM-projected 1DTE vanna magnet, largest magnitude in whole book
WATCH-1.32% · conf 3
2971.98
STRUCTURAL FLOORMODERATE put-side cross-rail confluence, unfinished-auction zone
WATCH-1.33% · conf 2
2901.00
PUT FLOORRUT native 7DTE put wall
WATCH-3.69% · conf 1
Level Reaction
Intraday tape · RTY · 2026-07-10Loading session tape…
Greek Pressure
Dealer directional forces · next sessionGAMMA
NEUTRAL · 5
RUT native netGexTotal +$1.06M (call $348.26M / put -$347.20M), 90.6% gexProfile coverage -- essentially perfectly balanced, matching the operator's own 'in balance' read directly. IWM's own 0DTE book (heatmap) reads -$216.35M, a real sign disagreement that survives beneath the tight GN-price canary. Dominant session finding.
VANNA
DOWN · 45
netVanna stayed negative/destabilizing in a stable band (-1,320 to -1,950) all session -- no regime flip, consistent all day.
CHARM
UP · 55
netCharmDaily built cleanly and steadily all session (269.6K to 694.8K, essentially monotonic across 329 polls) -- genuine decay-pressure buildup, not a coverage-jump artifact.
COLOR
UP · 30
netColorDaily built steadily all session (7.9K to 13.6K), small magnitude, corroborates the charm build direction.
VOMMA
UP · 20
netVomma positive/amplifying but declining across the session (1.27M to 850K) -- gently fading, not a sharp regime change.
Higher-Order
Second + third-order greekscolor
LATENT
13853.110
—
speed
LATENT
-895.530
—
vomma
LATENT
860703.360
—
zomma
LATENT
-0.134
—
IV Intelligence
Quadrant · skew · term structureRegime Quadrant
Not captured
ATM IVUnavailable
IV Percentile50
Skew Pctile50
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
PARTIAL · PARTIAL_ERROR · partialCross-asset confirmation was only partially available in this run. Keep the native futures map primary.
No usable ETF ratio levels or component zones were produced. This should reduce confidence in the overlay, not alter the native thesis by itself.
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
0 matched levelsNo direct native-level overlap was captured in this bounded cross-asset run.That weakens confirmation quality, but it does not replace the native futures map.
ETF Confirmation Levels
IWM ratio-convertedNo ETF ratio confirmations were retained.Missing ETF spot or source coverage can suppress this list on bounded runs.
Component Confluence Zones
Provisional onlyNo component confluence zones were retained.That can happen when contributor coverage is thin or the bounded runtime exits early.
Cautions
Quality-aware language- 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.
- The overlay scan was partial because the runtime budget was hit or a source stage degraded. Treat absent confirmations as unknown, not bearish or bullish evidence.
Overlay Diagnostics
Runtime 19sNo converted levels or confluence zones were produced
- 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.
- COMPONENT_SOURCE: APP: APP: contracts lookup via APP returned RATE_LIMITED (You've exceeded the maximum requests per minute, please wait or upgrade your subscription to continue. https://massive.com/pricing)
- COMPONENT_SOURCE: CVNA: CVNA: contracts lookup via CVNA returned RATE_LIMITED (You've exceeded the maximum requests per minute, please wait or upgrade your subscription to continue. https://massive.com/pricing)
LBF Status
Look-Below-And-Fail · conditions armed0
NOT ARMED · 0/3 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 editions2026-07-15 · RTY
RTY's PPI reaction was the weakest of the three families (+0.15% vs ES/NQ's +0.2-0.3%), and session-long DEX/vanna have stayed negative the entire morning without crossing positive - a persistent bearish-leaning Greek signature distinct from SPX/NQ's more constructive builds, reinforcing the user's own excess-high/breakdown read while respecting genuine two-sided rotation risk within the newly-formed lower balance.
OPEN TEST DRIVE
BEARISHNEGATIVE—
2026-07-15 · NQ
PPI printed a market-friendly reaction that pushed NQ ~70-90pts through the dominant confluence pin (29929) before the open; today resolves on whether that breakout holds through the first 30 minutes of cash trading or gets reclaimed and rejected back into the pin/HG zone, with NDX-side data quality thinner than SPX's this session.
OPEN TEST DRIVE
BULLISHNEGATIVE—
2026-07-15 · ES
PPI printed a market-friendly reaction that pushed ES 15-19pts through the dominant 0DTE pin (7589) before the open; today resolves on whether that breakout holds through the first 30 minutes of cash trading or gets reclaimed and rejected back into the pin/charm-centroid zone.
OPEN TEST DRIVE
BULLISHNEGATIVE—
2026-07-14 · RTY
RTY flipped back to positive/dampening 0DTE gamma today (+$32.29M), the only positive-gamma instrument of the three families, with spot pinned essentially on top of the native 0DTE GN (RTY 2965.59) and the day's strongest confluence (RTY 2964.35); expect chop inside the pin through CPI, with RTY likely dampening rather than amplifying a directional CPI move relative to ES/NQ's negative-gamma books today.
OPEN AUCTION
NEUTRALPOSITIVE—
2026-07-14 · NQ
NDX/NQ flipped to a thin/mild negative-gamma 0DTE book overnight (-$186.4M) with live spot sitting essentially inside the day's strongest GEX confluence (NQ 29609-29646); CPI prints within the hour, and NQ's vanna map (largest magnet above spot) and charm read (dominant centroid below spot) disagree on direction, arguing for a genuinely two-sided, event-driven session.
OPEN AUCTION
NEUTRALNEGATIVE—
2026-07-14 · ES
SPX/ES flipped to a decisively negative-gamma 0DTE book overnight (-$6.99B) with live spot sitting essentially inside the day's strongest GEX confluence (ES 7554-7564); CPI prints within the hour, and the negative-gamma regime means a surprise in either direction has more room to extend than yesterday's positive-gamma session allowed.
OPEN AUCTION
NEUTRALNEGATIVE—
2026-07-13 · RTY
RTY sits 17.75pts below a now-clean native 0DTE GN (RTY 3002.75) inside a freshly negative-gamma book (-$18.0M, a regime flip from Friday's balance); expect a test toward the 2994 resistance/antimagnet confluence with real rejection-or-acceleration risk given the negative-gamma regime, rotating toward the 2962-2964 support confluence if rejected.
OPEN TEST DRIVE
NEUTRALNEGATIVE—
2026-07-13 · NQ
NDX/NQ sits inside a tight, genuinely bracketing confluence pin (NQ 29762-29793); expect chop within or just outside that bracket toward 29629-29639 (dominant put wall/HG control line) below or 29886 (call wall) above unless a level breaks with volume ahead of tomorrow's CPI.
OPEN AUCTION
NEUTRALPOSITIVE—
2026-07-13 · ES
SPX/ES sits 11.8pts below a multi-root 0DTE Gamma Neutral (ES 7610.82) inside a decisively positive-gamma book; expect range/fade behavior between the 7591 near-spot support and the 7620-7621 GEX/vanna confluence resistance unless one side breaks with volume ahead of tomorrow's CPI.
OPEN AUCTION
NEUTRALPOSITIVE—