RTYPOSITIVE
Grind-and-pin at VPOC RTY 2800 / RUT 2789 on VIX expiry day. Thin positive GEX + long vanna magnet zone + Color +265 creates range balance session. Primary thesis 45pct. ES negative gamma HVL 7135 is the cross-instrument systemic risk - RTY holds unless ES loses 7135, which triggers RTY below gamma flip 2774.
VPOC pin at RTY 2800 primary thesis 45pct. Gamma flip at RTY 2774 is the critical floor 26pts below. VIX expiry creates thin-range balance. RTY pins unless ES loses 7135, which triggers RTY below 2774 - Scenario C 25pct. All three instruments show AM upside charm pull supporting first-hour attempt at RTY 2821. Decision gate: RTY holds 2787 on first 15-min pullback = pin confirmed. RTY loses 2787 with ES also losing 7155 = escalate to Scenario C watch.
Level Map
Confluence-ranked · distances from spot 2789.00Level Reaction
Intraday tape · RTY · 2026-04-22Greek Pressure
Dealer directional forces · next sessionShort destabilizing - flipped from yesterday long stabilizing (yesterday VHI was positive, today negative). Vol expansion pushes prices AWAY from strikes = trending/breakout character. Repeller zone at RUT 2780-2800 RTY 2792-2812 means momentum through 2787 accelerates. Long magnets ABOVE at 2821-2836 create upward vanna pull under vol compression. Net: if price holds VPOC, vanna magnets above support grind. If VPOC fails, repellers amplify the move.
Color +265 (positive) = weak EOD gamma stabilization force. Charm magnets at RTY 2821 and 2841 provide mild upside pull during session. Insufficient to overcome ES-driven selling if Scenario C triggers - but constructive for pin thesis. Less dominant than yesterday's ES Color +5938 - a supporting actor not the lead.
Vomma +176 - weakly positive. Flipped from -50 yesterday. Low level compared to ES Vomma +4984. Not at LBF threshold. Provides mild vol-of-vol sensitivity but no cascade risk. RTY remains the quietest on Vomma after NQ self-quenching at -167.
Positive Color +265 = gamma builds into close. EOD stabilization force. Provides increasing mean-reversion support as session progresses. Same character as ES Color from yesterday (+5938) but at much lower magnitude. Supports pin thesis for the PM session.
Near-zero Speed - no strong directional gamma acceleration in RTY index. Symmetric gamma response in both directions from pure Greek mechanics. IWM ETF speed is more elevated - ETF puts could amplify if trend starts. Not a primary concern at index level.
Higher-Order
Second + third-order greeksPositive - gamma builds into close; EOD stabilization force; supports pin thesis in PM session
Near-zero - symmetric gamma response both directions; not a material factor
Weakly positive - flipped from -50 yesterday; not at LBF threshold; contrast with ES +4984 and NQ -167
Below threshold - no vol-gamma coupling; no cascade risk from RTY side
IV Intelligence
Quadrant · skew · term structureCross-Asset Divergence
Flag · HIGHRTY barely positive gamma +21K while ES is in negative gamma -13M. Critical divergence: ES is the session fuse. If ES loses HVL 7135, RTY loses gamma flip 2774 within minutes. RTY is structurally thinnest (21K) but ES directional amplification (Speed -1.257, Color -2759, Vomma +4984) is the systemic risk vector. RTY pins only if ES holds 7135. All three instruments show negative CVD on gap-up confirming institutional distribution into strength.
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 | — |