by ricardo@optionelements.es | Sep 27, 2021 | Sin categoría
by ricardo@optionelements.es | Sep 27, 2021 | Sin categoría
by ricardo@optionelements.es | Sep 27, 2021 | Sin categoría
Futures are at 4445, well off overnight highs of 4472. We look for lower volatility today, with an Implied 1 day SPX max move of 0.91%. We note resistance at 4460 and 4490, with support at 4415. A big point of conversation this week will be the quarterly JPM collar... 
by ricardo@optionelements.es | Sep 24, 2021 | Sin categoría
Futures pulled back some to 4420. We saw a decent build in gamma which should support markets, and decrease volatility a bit today. 4400 remains the critical support line, as we see gamma flipping back to negative below that level. To the upside we see resistance at... 
by ricardo@optionelements.es | Sep 23, 2021 | Sin categoría
Futures have nudged higher to 4409, off of overnight highs of 4425. 4400 is the gamma flip point and our “bull/bear” line. We look for another large move today, with an SG implied move of 1.7%. Support lies at 4385 and 4300, resistance 4433 and 4500. Our view has... 