Edition · Friday, May 1, 2026·Archived · 3d ago · historical·01 May 2026 14:00 UTC
RTYPOSITIVE
Spot2791.00Futures2798.00Basis+7.00SessionREGULAR
Dealer Regime
Positive gamma upper-balance pin after Gate 2 GEX contraction. RTY 2798 is sitting on the RTY 2797-2802 repair shelf and under the live RTY 2807 dominant anchor / VAH decision zone. Directional continuation requires acceptance above RTY 2807-2808; failure below RTY 2797 opens repair to RTY 2792 then RTY 2782.
NetGEX $2.4MRisk LOW
Opening Type
IN SESSION UPPER BALANCE PIN
Conf 55%Day FAILED BREAKDOWN THEN FULL BALANCE TRAVERSE
Desk Thesis · 2026-05-01
Gate 2 supersedes the pre-market ATH-continuation bias into an upper-balance pin: RTY must accept above RTY 2807-2808 to reactivate the bull path; below RTY 2797 the auction repairs toward RTY 2792 and RTY 2782.
STRUCTURE SHIFT DETECTED: Gate 2 triggered via 0DTE GEX contraction. Positive gamma remains, VIX 16.70 is supportive, and IWM remains positive GEX, but RTY is pinned below the live dominant anchor at RTY 2807 (RUT 2800). Bull path requires acceptance above RTY 2807-2808; otherwise the clean trade is upper-balance rotation. Bear repair starts on acceptance below RTY 2797 (RUT 2790), then RTY 2792 (RUT 2785), with RTY 2782 (RUT 2775) as the first real put-support target.
Level Map
Confluence-ranked · distances from spot 2791.00RTY
RUT
Level
Action · Distance
RTY2877.00
RUT2870.00
CALL WALL7DTE call wall / weekly ceiling RTY 2877 (RUT 2870)
WATCH+2.82% · conf 2
RTY2857.00
RUT2850.00
CALL WALL3DTE call wall / stretch target RTY 2857 (RUT 2850)
WATCH+2.11% · conf 2
RTY2828.00
RUT2821.00
DOMINANT ANCHORATH retest objective remains RTY 2828 (RUT 2821)
WATCH+1.07% · conf 2
RTY2827.00
RUT2820.00
CALL WALL0DTE call wall / charm pressure node RTY 2827 (RUT 2820)
WATCH+1.04% · conf 3
RTY2822.30
RUT2815.30
VANNA MAGNETSecondary long-vanna magnet RTY 2822.3 (RUT 2815.3)
WATCH+0.87% · conf 2
RTY2817.00
RUT2810.00
CALL WALL0DTE call cluster / charm decay zone RTY 2817 (RUT 2810)
WATCH+0.68% · conf 3
RTY2816.60
RUT2809.60
VANNA MAGNETPrimary long-vanna magnet RTY 2816.6 (RUT 2809.6)
WATCH+0.67% · conf 3
RTY2812.00
RUT2805.00
CALL WALL0DTE call cluster RTY 2812 (RUT 2805)
WATCH+0.50% · conf 2
RTY2808.50
RUT2801.50
DOMINANT ANCHORPre-market VAH / acceptance gate still active RTY 2808.5 (RUT 2801.5)
WATCH+0.38% · conf 3
RTY2807.00
RUT2800.00
GEX MAGNETLive dominant 0DTE GEX anchor / intraday call resistance RTY 2807 (RUT 2800)
WATCH+0.32% · conf 4
RTY2802.00
RUT2795.00
GEX MAGNET0DTE secondary GEX shelf / upper-balance magnet RTY 2802 (RUT 2795)
WATCH+0.14% · conf 3
RTY2797.00
RUT2790.00
VANNA ANTI MAGNETShort-vanna / negative-GEX repair trigger RTY 2797 (RUT 2790)
WATCH-0.04% · conf 4
RTY2794.10
RUT2787.10
GAMMA FLIP7DTE gamma flip / lower pin boundary RTY 2794.1 (RUT 2787.1)
WATCH-0.14% · conf 2
RTY2792.00
RUT2785.00
VANNA ANTI MAGNETSecondary negative-GEX repair node RTY 2792 (RUT 2785)
WATCH-0.21% · conf 2
SPOT
RTY2798.00
RUT2791.00
Range 2749.00–2868.00
RTY2788.80
RUT2781.80
GAMMA FLIP3DTE gamma flip / deeper repair boundary RTY 2788.8 (RUT 2781.8)
WATCH-0.33% · conf 2
RTY2782.00
RUT2775.00
PUT SUPPORT0DTE put support / first repair target RTY 2782 (RUT 2775)
WATCH-0.57% · conf 3
RTY2777.00
RUT2770.00
VOL TRIGGER0DTE vol trigger / lower put wall RTY 2777 (RUT 2770)
WATCH-0.75% · conf 2
RTY2696.00
RUT2689.00
PUT SUPPORTDeep 7DTE put wall / weekly floor RTY 2696 (RUT 2689)
WATCH-3.65% · conf 1
Level Reaction
Intraday tape · RTY · 2026-05-01Loading session tape…
Greek Pressure
Dealer directional forces · next sessionGAMMA
UP · 0
VANNA
DOWN · 0
CHARM
UP · 0
ZOMMA
UP · 0
Higher-Order
Second + third-order greekscolor
LATENT
3670.688
—
speed
LATENT
-0.742
—
vomma
LATENT
-1453.630
—
zomma
ARMED
242.937
—
IV Intelligence
Quadrant · skew · term structureRegime Quadrant
Q4 Complacent
ATM IV22.5%
IV Percentile1
Skew Pctile0
Skew ShapeFLAT
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).
LBF Status
Look-Below-And-Fail · conditions armedZomma Armed
Vix Not Falling
Lead Index Neg Gex Proximity
NOT ARMED · 1/3 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 editions2026-05-04 · ES
ES at 7253 sits on the gamma peak (pinned) and in the anti-magnet zone (ES 7254, -228K vanna repulsion) — explains morning chop. Session binary is now ES 7249 (BS gamma flip HIGH conf): above = anti-magnet zone → vanna magnets at ES 7268 (primary +388K) and 7275 (secondary +363K) → HVL 7277. Below = negative gamma amplification through anti-magnet cascade (7246→7239→7232) to new dominant put wall ES 7227 (-$12.71M). Floor has RISEN 25pts vs pre-market. 2DTE +$22.75M structurally unchanged — forward bias remains bullish.
OPEN AUCTION · IRAN SHOCK GLOBEX RECOVERED
NEUTRALNEGATIVE—
2026-05-04 · NQ
NQ cleared the pre-market anchor (27818) and the pre-market first vanna magnet (27870) in the RTH open. Currently in anti-magnet sandwich: SESSION BINARY NQ 27852 (lower anti-magnet -9,686) must hold for bull case. Bull path: clear 27880 (upper anti-magnet) → gamma peak/vanna magnet 27908 → magnet staircase 27935 → 27963 → HVL 27968 (now only 97 NQ pts away, vs 247 pts at pre-market). Bear path: break 27852 → repulsion to 27824 → put wall 27818 → pre-market floor 27787. Vanna VHI at session minimum = amplitude risk on any breakdown. HVL migrated 150 pts closer = significantly more achievable bull target.
OPEN AUCTION · IRAN SHOCK GLOBEX RECOVERED NQ OUTPERFORMED
NEUTRAL_BULLISHPOSITIVE—
2026-05-04 · RTY
RTY is in razor-thin positive gamma (+$333K, 69% thinner than pre-market) sitting on the vanna anti-magnet/magnet corridor at RTY 2811. Session binary is now RTY 2809 (gamma flip, updated from pre-market 2795): above = magnet staircase to 2820-2832; below = negative gamma air pocket to dominant put wall RTY 2797. ES binary (7252) resolution is the directional catalyst. FALLING charm means the morning window is cleaner than the afternoon.
OPEN AUCTION · ATH TEST WITH NEGATIVE CVD DIVERGENCE
NEUTRALPOSITIVE—
2026-05-01 · ES
Gate 2 triggered via constructive GEX expansion, not deterioration. ES is rotating inside a stronger positive-gamma cage: hold ES 7275 (SPX 7245) and then ES 7230 (SPX 7200) for continued pin/upper-balance behavior toward ES 7280 and ES 7310. Lose ES 7230 and the repair path opens toward ES 7209.44 and ES 7202.94.
IN SESSION RANGE PIN · BALANCE EXPANSION TO ATH
NEUTRAL_BULLISHPOSITIVE—
2026-05-01 · RTY
Gate 2 supersedes the pre-market ATH-continuation bias into an upper-balance pin: RTY must accept above RTY 2807-2808 to reactivate the bull path; below RTY 2797 the auction repairs toward RTY 2792 and RTY 2782.
IN SESSION UPPER BALANCE PIN · FAILED BREAKDOWN THEN FULL BALANCE TRAVERSE
NEUTRAL_BULLISHPOSITIVE—
2026-05-01 · NQ
Base case is extended imbalance continuation while NQ holds the 27583-27603 opening shelf and reclaims the 27628 call-wall/HVL; failure below NQ 27539 then 27511 shifts the day from ATH continuation into failed-breakout repair toward 27429 and 27328.
OPEN AUCTION TO DRIVE · BALANCE RETEST AND EXPANSION TO ATH
BULLISHPOSITIVE—
2026-04-30 · ES
Gate 2 triggered (0DTE GEX +273%): morning bear thesis invalidated. ES accepted above the former call wall (ES 7180 / SPX 7150) post-GDP. Bullish continuation thesis: hold above HVL (ES 7175 / SPX 7145) targets 1DTE call wall (ES 7230 / SPX 7200), then squeeze extension (ES 7270 / SPX 7240). Failure below ES 7175 (HVL) → gamma crossover risk toward gamma flip ES 7155 and put wall ES 7130.
POST EVENT CONTINUATION · EVENT BINARY GDP
BULLISHPOSITIVE—
2026-04-30 · NQ
Gate 3 triggered (vanna sign flip SHORT→LONG): morning bear cascade thesis invalidated. NQ accepted above former call wall (NQ 27480 / NDX 27350) post-GDP. Vanna stabilizing = NQ no longer leads cascade. Bullish continuation thesis: hold above former call wall (NQ 27480 / NDX 27350) targets 1DTE call wall (NQ 27630 / NDX 27500), then 6DTE call wall (NQ 27830 / NDX 27700). Failure below NQ 27290 (HVL) reinstates bear path toward gamma flip (NQ 27173) then put wall (NQ 27130).
POST EVENT CONTINUATION · EVENT BINARY GDP
BULLISHPOSITIVE—
2026-04-30 · RTY
PRE-MARKET STRUCTURE INTACT (no gate triggered) — bear prior persists as RTY remains below VAL (2786), below new HVL (2774), and below dominant call wall (2769). Morning unfinished auction at RTY 2753 is being tested LIVE. Post-GDP resolved catalyst, VIX suppression, rising charm drift, and vanna magnets above shift Scenario B probability to 45%. Tape judgment at RTY 2753 governs whether the bear structural prior is replaced.
IN SESSION AUCTION TEST · B SHAPE SERIES
BEARISH_LEANPOSITIVE—