15/5/26 ES Market Prep

Thornexdaniel13 min read·Just now

The analysis presented is generated from multiple models I have built using a Claude-Trading View crossover.
I look daily at the gamma perspective as well as where ‘value’ lies in the charts via volume profiles and Time Price Opportunity charts to determine an overall perspective on the market and key levels to initiate trades in the futures market.

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GAMMA ENGINE

READY

Snapshot accepted. Short Gamma | Cautious Reactive Mode | Balanced Rotational / Trend Possible (tied 3–3). Engine is in a conflicted state —

short gamma opens the door to trending, but high OPEX pin risk and VWAP magnet history argue for rotation. All execution permissions are locked until the market proves direction. This is a wait and see open.

Context shift from yesterday: ATH printed at 7540, closed 7525.5. Overnight has sold off ~90 pts to a low of 7435.75 with no news catalyst.

Current price 7448.5, VWAP 7479.45, VWAP z-score -2.1. Market is 47 pts below estimated prior VAL and pricing in meaningful dislocation on OPEX Friday.

REGIME STRUCTURE

- Short Gamma (score 3) — dealers may be amplifying moves rather than dampening them. OPEX unwind accelerates the dynamic as options expire worthless and hedges are pulled off. Directional…

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