{"snapshot":{"id":181,"instrument":"ES","index_name":"SPX","trade_date":"2026-10-30","generated_at":"2026-10-30T13:33:32Z","basis":33.86,"spot":7659,"verdict":"NO-GO","verdict_note":"Opening gap crossed the prior session's put-side wall - the map needs time to reprice before levels are reliable.","report":{"session_status":"open","verdict_reason":"The opening gap traded through yesterday's put-side wall (7729) and the intraday negative-gamma pockets. Same-day flow gamma is positive but the open-interest structure is deeply negative gamma around price, so the two readings disagree. Reassess once the open has repriced.","reassess_at":"2026-10-30T14:00:00Z","market":{"index_spot":7625.44,"futures_spot":7659,"day_change_pct":-1.23,"vix":18.93,"vix_change_pct":10.12,"expected_move_pct":0.51,"front_month":"ESZ2026","roll_note":"December contract remains the front month - the March contract trades a fraction of its volume."},"regime":{"intraday":"Dampening","flip_futures":7458,"call_wall_futures":7739,"put_wall_futures":7623,"net_gamma_note":"Positive gamma: same-day and all-expiries flow gamma read positive at the open, but open-interest gamma is negative across the whole band around price, so the cushion rests on same-day flow that fades into the close."},"scenarios":[{"name":"Range inside the cone","text":"Price holds between the cone low 7623 and the cone high 7702, with 7658 acting as a magnet in positive gamma. Moves tend to slow near 7658.","invalidation":"Sustained trade below 7623 or above 7702."},{"name":"Break lower","text":"Below 7633 the negative-gamma pocket can extend moves quickly toward the cone low 7623 and 7618. The cone low and the dealer put wall coincide at 7623.","invalidation":"Fast reclaim of 7658."},{"name":"Squeeze higher","text":"A move through the negative-gamma pocket 7668 may extend toward the cone high 7702, then the same-day call wall 7739 where moves tend to slow.","invalidation":"Rejection back under 7658."}],"go_nogo":{"red":["Opening gap crossed the prior session's put-side wall - structure still repricing"],"caution":["Same-day flow gamma positive while open-interest gamma is negative around price","Volatility index up about 10% on the day"],"green":["Expected move about 0.51% with walls consistent with the cone","Price clearly above the same-day gamma flip 7458"]},"flow_note":"Opening flow is thin so far: a matched opening purchase and sale of far out-of-the-money S&P ETF puts for January (about 6870 index) in the same minute - roll or hedge, neutral, not a level."},"audience":"public","snapshot_kind":"open","premium":null,"status":"changed","email_kind":"open","newsletter":null,"received_at":"2026-10-30T13:36:39.981Z","is_test":0},"levels":[{"id":1782,"snapshot_id":181,"price_future":8136,"price_index":8100,"note":"Call Resistance","kind":"wall_res"},{"id":1785,"snapshot_id":181,"price_future":7739,"price_index":7705,"note":"Call Resistance 0DTE","kind":"wall_res"},{"id":1784,"snapshot_id":181,"price_future":7702,"price_index":7668,"note":"1D Max","kind":"cone"},{"id":1790,"snapshot_id":181,"price_future":7668,"price_index":7635,"note":"Neg Gamma 2","kind":"accelerator"},{"id":1788,"snapshot_id":181,"price_future":7658,"price_index":7625,"note":"GEX 3","kind":"magnet"},{"id":1789,"snapshot_id":181,"price_future":7633,"price_index":7600,"note":"Neg Gamma 0DTE","kind":"accelerator"},{"id":1783,"snapshot_id":181,"price_future":7623,"price_index":7590,"note":"Put Support","kind":"wall_sup"},{"id":1787,"snapshot_id":181,"price_future":7618,"price_index":7585,"note":"GEX 2","kind":"magnet"},{"id":1786,"snapshot_id":181,"price_future":7458,"price_index":7426,"note":"HVL 0DTE","kind":"hvl"}]}