RTYNEGATIVE
RUT is in decisive negative/accelerant gamma with an unusually clean, well-corroborated ladder: STRONG support at RTY 2965 (largest vanna magnet) and a triple-confluence ceiling at RTY 3006 (cluster + largest antimagnet + charm centroid). No native-chain staleness today, unlike this morning's SPX/NDX read. Given the user's low-urgency framing and VIX settling near 17, this is a react-not-anticipate day within a tight, well-defended range.
RUT sits in decisive negative/accelerant gamma (spot 35.6pts below native 0DTE GN, aggregate book -$160.2M) with an unusually tight, well-corroborated ladder: STRONG-tier support at RTY 2965 (largest vanna magnet in book) and a triple-confluence ceiling at RTY 3006 (cluster + largest antimagnet + charm centroid). Given the user's own low-urgency framing (VIX settling ~17), react to a confirmed break of either boundary rather than anticipating one pre-A-period.
Level Map
Confluence-ranked · distances from spot 2979.00Level Reaction
Intraday tape · RTY · 2026-07-08Greek Pressure
Dealer directional forces · next sessionAggregate 0DTE book -$160.2M, put-dominant; spot trades 35.6pts below the native 0DTE GN -- unambiguous negative/accelerant regime, cleaner than yesterday's near-flip read.
netVanna flipped sign mid-session (-1093 early to +330-400 now, crossing near-zero ~08:30-09:00Z) -- a genuine stabilizing shift; the largest single vanna reading in the book (+8558.8) is a magnet confluent with the dominant support cluster at RTY 2965.
netCharmDaily stayed persistently positive all session (68K-101K range, choppy, no clean trend); the IWM-projected charm centroid (-750,560, negativeCharm, ~16x native magnitude) sits at RTY ~3012, reinforcing the triple-confluence resistance zone at 3006.
netColorDaily flipped briefly positive mid-morning (+1560-1705) then back negative in the last 40 minutes -- choppy, no sustained direction.
netVomma positive, modest vol-of-vol amplification around current strikes.
zommaAtGn0 near-zero/slightly positive at the gamma-neutral pivot.
speedAtGn0 positive, a real convexity-acceleration reading near the GN pivot.
Higher-Order
Second + third-order greeks—
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IV Intelligence
Quadrant · skew · term structureCross-Asset Confirmation / Component Confluence
CONFIRMING · COMPLETENative futures levels stay primary. Use ETF conversions as corroboration and component zones as provisional structure only, especially when the overlay is partial or quality flags are present.
Native Levels Confirmed
3 matched levelsNative RUT 0DTE Gamma Neutral, rootStability clean is secondarily confirmed by IWM ratio level near 3017.32.
MODERATE-tier 5-member cluster (mixed native+IWM rails), pctile 0.889 (highest in book) -- dominant near-spot resistance is secondarily confirmed by 7-stock zone 2983.89-2993.71.
STRONG-tier 4-member cluster (iwmProjected + agg0to7/21), pctile 0.875 -- dominant support, confluent with largest vanna magnet is secondarily confirmed by 10-stock zone 2967.74-2977.51.
ETF Confirmation Levels
IWM ratio-convertedIWM ratio-converted CALL_WALL at 3017.32 (DTE 0). Secondary confirmation only.
IWM ratio-converted PUT_WALL at 2926.80 (DTE 0). Secondary confirmation only.
IWM ratio-converted PUT_SUPPORT at 2926.80 (DTE 0). Secondary confirmation only.
IWM ratio-converted PUT_FLOOR at 2926.80 (DTE 0). Secondary confirmation only.
Component Confluence Zones
Provisional only10-stock call-side confluence cluster centered 2980.78. Provisional component estimate, not a native executable level.
7-stock call-side confluence cluster centered 2989.88. Provisional component estimate, not a native executable level.
10-stock put-support confluence cluster centered 2972.82. Provisional component estimate, not a native executable level.
7-stock call-side confluence cluster centered 2980.67. Provisional component estimate, not a native executable level.
Cautions
Quality-aware language- Component zones rely on static/proxy weights rather than holdings-confirmed weights and stay secondary to native futures levels.
- At least one component projection defaulted beta to 1.0, so component-zone placement is approximate.
- Source coverage was degraded by quote gaps or pagination truncation, so missing confirmations are not a signal by themselves.
- One or more component zones were built from a small contributor set and should be treated as provisional only.
- 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.
Overlay Diagnostics
Runtime 34s- 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.
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 | — |