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30/4/26 Market Prep
Thornexdaniel12 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.
GAMMA ENGINE
Regime
Long Gamma — Compressed IV | Pin Risk: HIGH
Daily ATR is 39.2 pts (NimhFX: 7231.76 / 7103.49). At 7178, that is 0.55% daily expected move — VIX-equivalent near 8–9, genuinely compressed. Dealers are long gamma overhead (call wall 7200, ONH 7201.5 tested and rejected). The overnight confirmed the pinning dynamic: ES surged to 7201.5 directly into the call wall, got flushed 68 pts to 7133.75 (1 pt above PDL 7131.25), and has since recovered to 7178. Both extremes were rejected. That is textbook long gamma behavior.
The uptrend from 6603 → 7223 ATH (Monday April 28) over four weeks is intact. Bulls defended the only level that matters overnight — the PDL (7131.25). As long as 7131–7133 holds, the trend is alive. A close below it is the first signal of structural weakness.
Regime scores: Long Gamma 7 | Event Disrupted 4 | Neutral/Short Gamma 0.
