by ricardo@optionelements.es | Ene 12, 2022 | Option Levels
Futures are up slightly to 4710. Our updated data shows that gamma shifted just north of zero, but we still model a fair amount of volatility: 1.12% (max move open/close). Resistance lies at 4750, with support at 4700 then 4640. SpotGamma Proprietary Levels Latest... 
by ricardo@optionelements.es | Ene 11, 2022 | Option Levels
Futures are higher to start, near 4680. Our models look for more volatility today, with an SG implied move of 1.3%. We see resistance at 4700 then 4735. Support lies at 4650 then 4600. Yesterdays ~70 handle drop and subsequent ~100 handle rally led to a lot of options... 
by ricardo@optionelements.es | Ene 10, 2022 | Sin categoría
by ricardo@optionelements.es | Ene 10, 2022 | Option Levels
Futures are down slightly to 4660, testing last weeks lows. Our models anticipate high volatility today, with an SG implied move of 1.5% (max range open/close). 4700 and 4663 are resistance lines, with support at 4650 & 4600. QQQ & IWM hold large negative... 
by ricardo@optionelements.es | Ene 7, 2022 | Option Levels
Futures are holding 4700, after testing lows of 4669. Our gamma index forecasts high volatility for today, with an est 1.58% max open/close move. First resistance is the 4725 Vol Trigger line, followed by 4746. To the downside we mark 4666 as support. As this is a... 