{"snapshot":{"id":182,"instrument":"NQ","index_name":"NDX","trade_date":"2026-10-30","generated_at":"2026-10-30T13:37:24Z","basis":159.49,"spot":28689,"verdict":"NO-GO","verdict_note":"NQ gapped below the statistical expected-move band and through yesterday's walls - the map is still repricing.","report":{"session_status":"open","verdict_reason":"The opening gap of about -2.9% took price below the expected-move band (low 29097) and through yesterday's put-side walls. Open-interest gamma is negative while same-day flow gamma reads positive, the main wall is small, and the S&P map is also NO-GO.","reassess_at":"2026-10-30T14:00:00Z","market":{"index_spot":28534,"futures_spot":28689,"day_change_pct":-2.95,"vix":25.18,"vix_change_pct":5.89,"expected_move_pct":1.59,"front_month":"NQZ2026","roll_note":"December contract remains the front month - the March contract trades a fraction of its volume."},"regime":{"intraday":"Dampening","flip_futures":29055,"call_wall_futures":29057,"put_wall_futures":28705,"net_gamma_note":"Positive gamma: same-day flow gamma reads positive at price, but price trades about 1.3% below the gamma flip 29055 and open-interest gamma is negative, so the cushion is thin and can fade quickly."},"scenarios":[{"name":"Rotation below the put wall","text":"Price rotates between the negative-gamma pocket 28655 and the same-day strike 28775, with the put wall 28705 in the middle. Moves tend to slow near 28775.","invalidation":"Sustained trade below 28594 or above 28775."},{"name":"Extension lower","text":"Below 28655 the negative-gamma pockets 28655 and 28594 may extend moves quickly. These are accelerators, not supports.","invalidation":"Fast reclaim of 28705."},{"name":"Repair toward the flip","text":"A reclaim of 28775 may extend toward the gamma flip and same-day call wall 29055-29057, just under the expected-move low 29097, where moves tend to slow.","invalidation":"Rejection back under 28705."}],"go_nogo":{"red":["Opening gap crossed yesterday's walls and left price below the expected-move band","S&P map is NO-GO"],"caution":["Main same-day wall below 150M","Open-interest gamma negative while same-day flow gamma is positive"],"green":["Expected move about 1.59%"]},"flow_note":"Opening flow is thin: one negotiated Nasdaq-100 ETF call block for mid-November at about 29052 in futures terms, on the call wall 29057 - neutral side, marks the ceiling area rather than a new level."},"audience":"public","snapshot_kind":"open","premium":null,"status":"changed","email_kind":"open","newsletter":null,"received_at":"2026-10-30T13:39:46.936Z","is_test":0},"levels":[{"id":1795,"snapshot_id":182,"price_future":30032,"price_index":29870,"note":"EM High","kind":"other"},{"id":1791,"snapshot_id":182,"price_future":29836,"price_index":29675,"note":"Call Resistance","kind":"wall_res"},{"id":1794,"snapshot_id":182,"price_future":29097,"price_index":28940,"note":"EM Low","kind":"other"},{"id":1796,"snapshot_id":182,"price_future":29057,"price_index":28900,"note":"Call Resistance 0DTE","kind":"wall_res"},{"id":1793,"snapshot_id":182,"price_future":29055,"price_index":28898,"note":"HVL","kind":"hvl"},{"id":1797,"snapshot_id":182,"price_future":28775,"price_index":28620,"note":"GEX 2","kind":"magnet"},{"id":1792,"snapshot_id":182,"price_future":28705,"price_index":28550,"note":"Put Support","kind":"wall_sup"},{"id":1798,"snapshot_id":182,"price_future":28655,"price_index":28500,"note":"Neg Gamma 0DTE","kind":"accelerator"},{"id":1799,"snapshot_id":182,"price_future":28594,"price_index":28440,"note":"Neg Gamma 2","kind":"accelerator"}]}