by ricardo@optionelements.es | Ene 31, 2022 | Sin categoría
by ricardo@optionelements.es | Ene 31, 2022 | Option Levels
Futures are near overnight lows of 4405, down from highs near 4440. The updated data shows a reduction in negative gamma, which leads to a slightly reduced volatility forecast today. We also note that our Vol Trigger[VT] (SG’s proprietary gamma flip level) has... 
by ricardo@optionelements.es | Ene 28, 2022 | Option Levels
Futures have pushed lower to 4280, after overnight highs near 4350. We show little change in the options positioning, and therefore expect another day of high volatility. 4300 is the support line, with 4400 resistance. 4300 is the Put Wall, which indicates that it is... 
by ricardo@optionelements.es | Ene 27, 2022 | Option Levels
Futures are flat to last nights lows near 4340 – which is up from overnight lows of 4270. Volatility should remain today, and should continue to do so unless the market can recover 4500. Resistance shows at 4400. Support shows at 4278 and 4200. As shown below, the... 
by ricardo@optionelements.es | Ene 26, 2022 | Option Levels
Futures have rallied back to 4400 overnight. Our gamma forecast is similar to yesterdays, however we anticipate a fairly quiet session ahead of the 2PM ET FOMC. We see resistance at 4400, followed by 4500. Support lines are 4350 & 4300. The options market is... 