Edition · Tuesday, July 14, 2026·Archived · 2d ago · historical·14 Jul 2026 12:21 UTC
RTYPOSITIVE
Spot2966.00SessionPREMARKET
Dealer Regime
POSITIVE_0DTE_DAMPENING_SPOT_AT_GN
NetGEX $32Risk MODERATE
Opening Type
OPEN AUCTION
Desk Thesis · 2026-07-14
RTY flipped back to positive/dampening 0DTE gamma today (+$32.29M), the only positive-gamma instrument of the three families, with spot pinned essentially on top of the native 0DTE GN (RTY 2965.59) and the day's strongest confluence (RTY 2964.35); expect chop inside the pin through CPI, with RTY likely dampening rather than amplifying a directional CPI move relative to ES/NQ's negative-gamma books today.
RTY flipped back to positive/dampening 0DTE gamma today, the only positive-gamma family instrument, with spot pinned essentially on top of both the native 0DTE GN and the day's strongest confluence (RTY 2964-2969); expect chop inside the pin through CPI, with RTY likely lagging or dampening a directional CPI-driven move relative to ES/NQ's negative-gamma books. A volume-confirmed break of 2954 would be the first real evidence of the yields-pressure thesis starting today.
Level Map
Confluence-ranked · distances from spot 2966.00RTY
RUT
Level
Action · Distance
3014.70
VANNA MAGNETIWM 1DTE vanna magnet, largest magnitude in the whole book, co-located with the native 1DTE call wall
WATCH+1.64% · conf 2
2980.87
CALL WALLIWM 1DTE call wall, real EXACT-DTE, confirmed by an independent WEAK GEX cluster
WATCH+0.50% · conf 2
2969.00
CALL WALLNative 0DTE call wall, thin but real, upper bracket of the pin
WATCH+0.10% · conf 1
SPOT
RTY2966.00
RUT2966.00
live anchor
2965.59
HVL FLOORRUT native 0DTE Gamma Neutral (clean, 1 crossing)
WATCH-0.01% · conf 3
2964.35
PUT FLOORIWM 0DTE put wall, largest GEX magnitude in the book, co-located with a stabilizing vanna magnet
WATCH-0.06% · conf 3
2954.28
PUT FLOORIWM 1DTE put wall, real EXACT-DTE, reinforced by a vega shelf at the same strike
WATCH-0.40% · conf 2
2893.86
PUT FLOORIWM 7DTE put wall, real EXACT-DTE, matches an independent WEAK GEX cluster
WATCH-2.43% · conf 2
Level Reaction
Intraday tape · RTY · 2026-07-14Loading session tape…
Greek Pressure
Dealer directional forces · next sessionGAMMA
UP · 40
Positive/dampening 0DTE book (+$32.29M), coverage 93.2% - a regime flip back from yesterday's negative book, and the only positive-gamma family instrument today; spot sits pinned essentially on the native GN.
VANNA
UP · 40
netVanna flipped from persistently negative/destabilizing (-160 to -320 all morning) to positive/stabilizing (41-118, near zero) at the 10:16-10:46Z step - the clearest single signature of today's regime flip, corroborated by the coincident aggregate netGex flip.
VOMMA
UP · 35
netVomma roughly doubled at the same step (100-160K to 200-235K) - amplifying, corroborated across multiple polls.
CHARM
DOWN · 30
netCharmDaily built cleanly through the morning (30K to 43K) then dropped to a lower, noisier band (23K-37K) post-step; the weighted-primary IWM charm centroid sits well below spot, a mildly bearish-leaning read.
COLOR
NEUTRAL · 15
netColorDaily was mostly positive through the morning then flipped to noisy mixed-sign readings post-step - not a clean directional signal today.
Higher-Order
Second + third-order greekscolor
LATENT
147.410
—
speed
LATENT
0.000
—
vomma
LATENT
201592.050
—
zomma
LATENT
-0.007
—
IV Intelligence
Quadrant · skew · term structureRegime Quadrant
Not captured
ATM IVUnavailable
IV Percentile50
Skew Pctile50
Skew ShapeSMIRK
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).
Cross-Asset Confirmation / Component Confluence
PARTIAL · PARTIAL_ERROR · partialCross-asset confirmation was only partially available in this run. Keep the native futures map primary.
No usable ETF ratio levels or component zones were produced. This should reduce confidence in the overlay, not alter the native thesis by itself.
Secondary confirmation only. Native index and MCP levels remain primary. MCP-native individual stock Greek scans are unavailable; if component confluence is attached it was produced by the system-level Polygon overlay path and remains opt-in, secondary, and provisional rather than an executable native futures level. Component weights are static/proxy unless explicitly holdings-confirmed, beta may be defaulted to 1.0, and TOP_10 lists should not be treated as quantitatively ranked until liquidity plus holdings/beta calibration are implemented.
Native Levels Confirmed
0 matched levelsNo direct native-level overlap was captured in this bounded cross-asset run.That weakens confirmation quality, but it does not replace the native futures map.
ETF Confirmation Levels
IWM ratio-convertedNo ETF ratio confirmations were retained.Missing ETF spot or source coverage can suppress this list on bounded runs.
Component Confluence Zones
Provisional onlyNo component confluence zones were retained.That can happen when contributor coverage is thin or the bounded runtime exits early.
Cautions
Quality-aware language- 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.
- The overlay scan was partial because the runtime budget was hit or a source stage degraded. Treat absent confirmations as unknown, not bearish or bullish evidence.
Overlay Diagnostics
Runtime 21sNo converted levels or confluence zones were produced
- 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.
- COMPONENT_SOURCE: APP: APP: contracts lookup via APP returned RATE_LIMITED (You've exceeded the maximum requests per minute, please wait or upgrade your subscription to continue. https://massive.com/pricing)
- COMPONENT_SOURCE: CVNA: CVNA: contracts lookup via CVNA returned RATE_LIMITED (You've exceeded the maximum requests per minute, please wait or upgrade your subscription to continue. https://massive.com/pricing)
LBF Status
Look-Below-And-Fail · conditions armed0
NOT ARMED · 0/3 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 editions2026-07-16 · NQ
The NDXP native chain unfroze right at the cash open and immediately showed a flip to deep negative 0DTE gamma coincident with a sharp open-drive selloff (29645.25 to 29264.25); price is now testing the qqqProjected 0DTE call wall / STRONG cluster confluence (29376-29415) from below after a fresh, unconfirmed bounce off the session low. Negative gamma amplifies the next move rather than dampening it - the real downside magnet if the bounce fails is the 1DTE put-wall/cluster confluence at 28965-28971.
OPEN DRIVE DN
NEUTRALNEGATIVE—
2026-07-16 · ES
SPX flipped from thin-balanced to deeply negative 0DTE gamma at the open, driving a sharp selloff (7615.5 to 7575.5); price is now sitting almost exactly on the day's largest OI concentration (0DTE put wall 7582.30, call wall 7587.30 just above), with a fresh but unconfirmed 2-minute bounce off the session low. Negative gamma amplifies rather than dampens the next move - a reversion case exists but requires genuine acceptance above the wall pair, not just a touch.
OPEN DRIVE DN
NEUTRALNEGATIVE—
2026-07-16 · RTY
RUT native and IWM 0DTE Gamma Neutral converge on the same level (two-rail agreement) sitting ~11-12pts above spot on a thin put-skewed gross book, immediately after yesterday's swept-Friday's-high excess and today's continuation into a lower balance with VPOC shifted down; today's session high already capped almost exactly at a real Greek-derived level (IWM antimagnet), so this reads as balance-building/rotation risk rather than a confirmed breakdown unless 2968.50 fails with genuine acceptance.
OPEN TEST DRIVE
NEUTRALNEGATIVE—
2026-07-16 · NQ
The NDXP native chain is frozen since 10:31 UTC, so today's native NQ Greek map is background structure, not a live trigger; live order flow shows genuine two-sided chop with a session low (29361) that corroborates the recomputed native 0DTE put wall (29356) within 5pts, and a deeper operator-flagged swing-low/VPOC confluence (29304/29290) is the session's highest-quality setup if swept and reclaimed with acceptance rather than a mere touch - consistent with a range-bound day-before-OPEX read led by the live SPX chain.
OPEN TEST DRIVE
NEUTRALPOSITIVE—
2026-07-16 · ES
SPX 0DTE gamma is thin-negative on a huge balanced gross book (fragile pin, not thick pin), with the STRONG 4-rail cluster (7603.77) having already capped this morning's rally almost exactly at the session high (7615.5); day-before-monthly-OPEX dynamics plus a negative-gamma VIX front monthly favor continued two-sided chop inside the 7563-7604 bracket over a clean trend, with acceptance (not a touch) required at either boundary before trusting continuation.
OPEN TEST DRIVE
NEUTRALNEGATIVE—
2026-07-15 · RTY
RTY's PPI reaction was the weakest of the three families (+0.15% vs ES/NQ's +0.2-0.3%), and session-long DEX/vanna have stayed negative the entire morning without crossing positive - a persistent bearish-leaning Greek signature distinct from SPX/NQ's more constructive builds, reinforcing the user's own excess-high/breakdown read while respecting genuine two-sided rotation risk within the newly-formed lower balance.
OPEN TEST DRIVE
BEARISHNEGATIVE—
2026-07-15 · NQ
PPI printed a market-friendly reaction that pushed NQ ~70-90pts through the dominant confluence pin (29929) before the open; today resolves on whether that breakout holds through the first 30 minutes of cash trading or gets reclaimed and rejected back into the pin/HG zone, with NDX-side data quality thinner than SPX's this session.
OPEN TEST DRIVE
BULLISHNEGATIVE—
2026-07-15 · ES
PPI printed a market-friendly reaction that pushed ES 15-19pts through the dominant 0DTE pin (7589) before the open; today resolves on whether that breakout holds through the first 30 minutes of cash trading or gets reclaimed and rejected back into the pin/charm-centroid zone.
OPEN TEST DRIVE
BULLISHNEGATIVE—
2026-07-14 · RTY
RTY flipped back to positive/dampening 0DTE gamma today (+$32.29M), the only positive-gamma instrument of the three families, with spot pinned essentially on top of the native 0DTE GN (RTY 2965.59) and the day's strongest confluence (RTY 2964.35); expect chop inside the pin through CPI, with RTY likely dampening rather than amplifying a directional CPI move relative to ES/NQ's negative-gamma books today.
OPEN AUCTION
NEUTRALPOSITIVE—