by ricardo@optionelements.es | Sep 15, 2021 | Sin categoría
Little movement in futures overnight which are at 4450. We look for another active trading day, noting resistance at 4465 and 4500. Support lies at 4440 & 4406. The VIX settlement is this morning at 9AM EST, which is something to be aware of. Traders should... 
by ricardo@optionelements.es | Sep 14, 2021 | Sin categoría
Futures were quiet overnight, currently 4460. We look for another day of decent volatility, with an SG Max move of 1.1%. Resistance remains at 4500 with support at 4452 and 4425. As we discussed both last night and forecast in previous weeks, the reflexive bid that... 
by ricardo@optionelements.es | Sep 13, 2021 | Sin categoría
Futures caught a bid overnight and are currently sitting at session highs of 4470. The implied open indicates the S&P Index could open right under heavy resistance of 4500. Support is at 4448, and 4415. Our models look for high volatility today, with an SG implied... 
by ricardo@optionelements.es | Sep 10, 2021 | Sin categoría
Futures put in an overnight low of 4480 before recovering to 4500 – this gives an implied SPX open of just over 4500. Our models are showing a large decrease in gamma across the S&P500 (SPX/SPY) which forecasts a larger move today. This doesn’t mean that a large... 
by ricardo@optionelements.es | Sep 9, 2021 | Sin categoría
We apologize for being tardy with todays note and appreciate how import on-time analytics are. Unfortunately our raw data was corrupted which forced us to re-run our models. Futures overnight did test the gamma flip lines, putting in a low of 4585. There was a sharp... 