por ricardo@optionelements.es | Mar 4, 2022 | Option Levels
Futures are lower this morning, down to 4330. With that shift lower, our volatility estimate increases sharply to 1.8% (1 stdev open/close move). Resistance is at 4350 & 4400, with support showing at 4300 & 4275. Even though we have this volatile setup, IV has...
por ricardo@optionelements.es | Mar 2, 2022 | Option Levels
Futures are flat to 4317, but well up from overnight lows of 4280. Little changed in the options landscape. Our volatility estimate remains in line with that of the last several days: 1.17% max open/close move. Resistance appears at 4350, then 4380. Support shows at...
por ricardo@optionelements.es | Mar 1, 2022 | Option Levels
Futures rejected off of 4400 overnight and dropped down sharply to 4342. SpotGamma models forecast moderate volatility again today, with a est 1.19% open/close move. Overhead resistance remains at 4380 & 4400. Support lies at 4300 then 4279. Because the...
por ricardo@optionelements.es | Feb 28, 2022 | Option Levels
Futures retraced Fridays rally, currently near 4315, which is off of 4250 lows. There were some fairly large shifts in our key levels as strips of in-the-money options (both calls & puts) were closed Friday. With that we look for fairly high volatility again...
por ricardo@optionelements.es | Feb 25, 2022 | Sin categoría
