by ricardo@optionelements.es | Feb 25, 2022 | Sin categoría
by ricardo@optionelements.es | Feb 25, 2022 | Option Levels
Futures held flat overnight to 4263. Our volatility estimates and trading levels remain similar to yesterday. 4300 is first resistance, followed by 4350. To the downside we mark 4200 and 4155 as key support. We stick to classifying yesterdays rally as short covering... 
by ricardo@optionelements.es | Feb 24, 2022 | Sin categoría
by ricardo@optionelements.es | Feb 24, 2022 | Option Levels
Futures are down sharply to 4125 after geopolitical events escalated. Gamma is extremely negative across all indices/ETF’s, and the VIX is near 37. This implies the market is pricing in a 2.32% daily S&P move. Overhead resistance shows lightly at 4200, then more... 
by ricardo@optionelements.es | Feb 23, 2022 | Sin categoría
