RTYNEGATIVE
B-shape prior day profile sitting below VAL (RTY 2776.8 / RUT 2766.8) in thin negative GEX regime. FOMC Rate Decision ~14:00 ET creates a hard AM/PM bifurcation. AM session expected to pin in 0DTE GEX zone RTY 2760-2765 (90% gamma concentration within 2% of spot). Post-FOMC direction is the trade — short vanna destabilizing (VHI -38K at session min) + negative zomma = breakout move post-announcement will amplify and not mean-revert. Key discriminator: VAL RTY 2776.8.
Pre-FOMC AM session: no-trade in RTY 2760-2776.8 chop zone (0DTE pin to VAL). Key binary test at VAL 2776.8 at open — determines AM character. Post-FOMC (~14:00 ET): trade the directional break. Bull: reclaim 2776.8 → VPOC 2794.7 → 2795/2805; Bear: lose 2755 → 2745 → 2735 → 2730. Short vanna + negative zomma = breakout amplifies; do not fade post-FOMC direction.
Level Map
Confluence-ranked · distances from spot 2755.00Level Reaction
Intraday tape · RTY · 2026-04-29Greek Pressure
Dealer directional forces · next sessionVHI -38,254 — at session minimum (avg -17,334, range -38,254 to -5,113). Short vanna at 2.2x average intensity. Vol expansion pushes price AWAY from strikes — destabilizing. Magnet clusters (short/destabilizing) RTY 2753-2759. Stabilizing nodes: RTY 2770 (+8,376), RTY 2775 (+3,576). Post-FOMC breakout will be amplified and not mean-reverting.
Net GEX -$40K, thin negative. Dominant neg GEX below spot: RTY 2755 (-238K), 2750 (-167K), 2735 (-187K). Positive GEX anchor at RTY 2765 (current, +127K mixed) and RTY 2795 (HVL, +265K). 90% gamma concentration within 2% of spot — classic 0DTE expiry pin for AM. Moves amplified below 2755.
Net charm -2.59B, delta decaying. C/G ratio 40x — time decay dominant force. Trend RISING since 06:15 (growing upward bias if FOMC neutral). Max decay zone RTY 2730 (RUT 2720). Path of least resistance balanced pre-announcement. Post-FOMC, charm accelerates whichever direction is chosen — mechanical hedging flow.
Color -37.24 (greeks_breakdown): gamma decaying with time — pin regime reinforced for AM session. Portfolio color -6,200 confirms rapid gamma decay. Expiry-day concentration, not persistent intraday structure.
Vomma +91.49 (greeks_breakdown): vol expansion amplifies vega — FOMC catalyst will trigger dealer re-hedge scramble. Combined with Ultima +11,458: violent, turbulent re-hedging expected on announcement. Directional move will be chaotic and forceful.
Higher-Order
Second + third-order greeksGamma decaying with time — pin dynamic for AM, not persistent post-FOMC
Gamma decreases as price rises — no positive acceleration loop on upside; no spiral setup on downside either
Vol expansion amplifies vega — FOMC event maximizes dealer re-hedging exposure
Vol rise reduces gamma concentration — post-FOMC breakout conditions emerge as gamma lock dissolves; amplifies directional move
Extreme turbulence on IV spike; third-order vomma indicates post-FOMC directional move will be chaotic and sustained
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 | — |