{"snapshot":{"id":113,"instrument":"NQ","index_name":"NDX","trade_date":"2026-10-02","generated_at":"2026-10-02T15:35:40+02:00","basis":258.94,"spot":null,"verdict":"CAUTION","verdict_note":"Dampening regime, but intraday walls are thin (under $150M) and price sits right on the same-day put wall.","report":{"session_status":"open","verdict_reason":"Same-day and all-expiries flow gamma are both dampening with the gamma flip about 1% below (30754-30783), and the statistical expected move is 1.42% (implied volatility 22.51). However the largest intraday wall is only about $42M, price trades within 0.1% of the same-day put wall (31061), and the S&P 500 read is also on caution.","reassess_at":"2026-10-02T16:00:00+02:00","market":{"expected_move_pct":1.42,"front_month":"NQZ2026 (Dec 2026)","roll_note":"Dec 2026 is the active contract (expires Dec 18); no roll pending."},"regime":{"intraday":"Dampening","flip_futures":30754,"call_wall_futures":31162,"put_wall_futures":31061,"net_gamma_note":"Same-day flow gamma: call wall 31162, put wall 31061 (largest strike), positive magnets at 31122 and 31021. Negative-gamma pocket (intraday) at 31132 just above price; secondary negative-gamma pocket at 31394 (accelerator, possible V-reversal zone, not a support). Structural open-interest walls are distant: call 31263, put 29725. EM Low/High are statistical bounds from implied volatility, not dealer positioning. No live dealer-positioning read exists for this index, so walls can fail without warning."},"scenarios":[{"name":"Range","text":"Dampening flow pins price between the same-day put wall 31061 and the same-day call wall 31162, with magnets at 31021 and 31122. The 31132 pocket can make the upper part of the range jumpy.","invalidation":"Sustained trade below 31021 or above 31162."},{"name":"Upside extension","text":"Acceptance above 31162 targets the statistical high 31188 and the structural call wall 31263; above, the 31394 pocket can accelerate the move.","invalidation":"Return below 31122."},{"name":"Downside break","text":"Loss of 31021 exposes the gamma flip zone 30783-30754, where the regime would turn amplifying.","invalidation":"Reclaim of 31061."}],"go_nogo":{"red":[],"caution":["Largest intraday wall below $150M","Price within 0.25% of the same-day put wall 31061","S&P 500 read on caution (broader index leads)","Fresh +1.3% opening gap after payrolls"],"green":["Clear dampening regime, flip about 1% below","Expected move 1.42% with coherent walls","No mega-cap tech earnings today"]},"flow_note":"No large options flow detected above $500K at the open and no large dark-pool print. Read taken at 15:35 CEST."}},"levels":[{"id":1125,"snapshot_id":113,"price_future":31394,"price_index":31130,"note":"Neg Gamma 2","kind":"accelerator"},{"id":1114,"snapshot_id":113,"price_future":31263,"price_index":31000,"note":"Call Resistance","kind":"wall_res"},{"id":1118,"snapshot_id":113,"price_future":31188,"price_index":30925,"note":"EM High","kind":"other"},{"id":1119,"snapshot_id":113,"price_future":31162,"price_index":30900,"note":"Call Resistance 0DTE","kind":"wall_res"},{"id":1124,"snapshot_id":113,"price_future":31132,"price_index":30870,"note":"Neg Gamma 0DTE","kind":"accelerator"},{"id":1122,"snapshot_id":113,"price_future":31122,"price_index":30860,"note":"GEX 2","kind":"magnet"},{"id":1120,"snapshot_id":113,"price_future":31061,"price_index":30800,"note":"Put Support 0DTE","kind":"wall_sup"},{"id":1123,"snapshot_id":113,"price_future":31021,"price_index":30760,"note":"GEX 3","kind":"magnet"},{"id":1121,"snapshot_id":113,"price_future":30783,"price_index":30524,"note":"HVL 0DTE","kind":"hvl"},{"id":1116,"snapshot_id":113,"price_future":30754,"price_index":30495,"note":"HVL","kind":"hvl"},{"id":1117,"snapshot_id":113,"price_future":30330,"price_index":30075,"note":"EM Low","kind":"other"},{"id":1115,"snapshot_id":113,"price_future":29725,"price_index":29475,"note":"Put Support","kind":"wall_sup"}]}