RTYPOSITIVE
RTY 2790 (RUT 2778 est.) weekly expiry gap-up; primary GEX pin at RTY 2787 (RUT 2775) is 3 pts below live - RTY gapped into vanna stabilization cluster (2779-2790) unlike ES/NQ; call/put 2.86 is the most bullish call structure of the three; but portfolio negative Color means pin gravity weakens through RTH; ES/NQ leadership at 7182/27283 drives the directional outcome for RTY.
RTY 2790 weekly expiry gap-up; primary GEX pin at RTY 2787 (RUT 2775) is 3 pts below live - morning will test the pin. RTY landed INSIDE vanna stabilization cluster (2779-2790) unlike ES/NQ which gapped into open air. Call/put GEX 2.86 = most call-dominated instrument today. Portfolio-level negative Color = expiry gravity weakens through RTH; afternoon range loosens. RTY takes directional cues from ES call wall 7182 and NQ 27283 - those tests set the tone. Range trade 2787-2812 until ES/NQ resolve; above 2812 (RUT 2800) = bull extension; below 2780 = test support 2772-2767.
Level Map
Confluence-ranked · distances from spot 2778.00Level Reaction
Intraday tape · RTY · 2026-04-24Greek Pressure
Dealer directional forces · next sessionPositive gamma +14.7M multi-DTE (fresh). 0DTE +2.2M positive. Call/put GEX ratio 2.86 = most call-dominated of all three instruments today. 85% of gamma within 2% of RUT 2775 anchor. GEX CSV confirms: entire positive GEX zone from RUT 2750-2850. Negative GEX only below 2740. GEX peak stable at IWM 276.9 (RUT 2780 equiv) throughout 6h session.
SHORT VANNA (-3930 VHI, destabilizing net) BUT primary stabilizing magnets cluster at RUT 2779, 2785, 2790 = RTY gapped INTO the vanna stabilization zone, unlike ES/NQ which gapped above theirs. Destabilizing zones (2760-2771) are below live price and cleared. Net VHI trending more negative (avg -1905 vs current -3930) = building short vanna through session. Near-term pin support at 2780-2790; eventual directional break will amplify.
BALANCED charm (symmetric around RUT 2775 anchor). Charm/gamma ratio 5.32 (IWM) = moderate, much lower than SPX (21.85) or NDX (2185). No strong directional pull from charm into close. Max growth zones at IWM 266 (below) and IWM 281 (above) - both sides active, canceling. RTY will not self-direct via charm as strongly as ES or NQ.
NEGATIVE portfolio Color (-5250) = gamma DECAYS throughout RTH. Unlike ES (+5157) and NQ (+7475) which both had positive Color reinforcing their pins, RTY's expiry gravity WEAKENS as the session progresses. The pin cluster at 2775-2790 has less structural support into close. Late afternoon = looser structure, more vulnerable to directional tape from cross-asset.
Higher-Order
Second + third-order greeks—
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IV Intelligence
Quadrant · skew · term structureLBF 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 | — |