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23/4/26 ES Post-Market Gamma Review
Thornexdaniel5 min read·1 hour ago--
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.
Thursday April 23 — Full Day Gamma Breakdown
Day range: 7079.25 → 7181.5 = 102 points (2.4× daily ATR). Closed at 7143.75, essentially AT VWAP 7142. The most important thing: every major level from the engine held exactly.
Phase 1 — Short Entry & The Data Drop (8:20–8:40 AM)
Price was holding 7156–7161 through the morning — the premarket call resistance zone. The short at 7160 was correct location. The stop was never threatened in premarket — highest close in those bars was 7158.25.
Then at 8:40 AM — likely initial jobless claims (Thursday 8:30 AM release) — a 16,525-contract bar collapsed from 7158 to 7136.25 low, closing 7149.5. That’s a 22-point flush on one bar. The short was immediately working — price had moved 24 points in favour.
Gamma angle: The premarket 7156–7162 zone was call resistance in a transitioning gamma environment. The data release in thin premarket liquidity = short gamma amplification. No cushion, fast move.
Phase 2 — RTH Open & Stop Out (9:30–9:45 AM)
