by ricardo@optionelements.es | Feb 6, 2020 | Sin categoría
Note: Another jump in futures overnight as they reach a high of about 3355 before consolidating. Our high gamma strike has moved to 3350, and one thing I find curious about the recent levels are the seem to be “lagging” the markets. Its quite unusual that... 
by ricardo@optionelements.es | Feb 4, 2020 | Sin categoría
by ricardo@optionelements.es | Feb 4, 2020 | Sin categoría
Note: Strong move in futures overnight puts the 3300 high gamma strike in play. There has not been much call gamma registering overhead and we will look for that today as a sign this move high may continue. We would anticipate some resistance at 3300 and support... by ricardo@optionelements.es | Feb 3, 2020 | Sin categoría
Note: Futures have held solid gains overnight holding markets just above our zero gamma threshold. 3200 may be the most important level here, as there are a lot of put positions at that strike. They are going to provide “leverage” to whatever move we make... 
by ricardo@optionelements.es | Ene 31, 2020 | Sin categoría
