por ricardo@optionelements.es | Abr 1, 2022 | Option Levels
Futures, currently 4550, have recovered some of yesterdays loss. This shift lower does little to our metrics for the SPX, but it creates some sparks in SPY/QQQ. For today we see support at 4550, then 4525. Resistance lies at 4600. While our SPX volatility forecast is...
por ricardo@optionelements.es | Mar 31, 2022 | Option Levels
Futures were quiet overnight, holding near 4610. Our volatility estimate remains at 0.6% with little change in net gamma. 460SPY/4600SPX remain the key level(s) today, which should function as a support zone. Critically, the SPX Call Wall has shifted to 4650 (from...
por ricardo@optionelements.es | Mar 30, 2022 | Option Levels
Futures were quiet overnight, holding just above 4600. Volatility is expected to remain muted again for today, with 460SPY/4600SPX Call Walls being the major level(s) on the board. We see a small support line at 4575, with 4550 being more material support. As with...
por ricardo@optionelements.es | Mar 29, 2022 | Sin categoría
por ricardo@optionelements.es | Mar 29, 2022 | Option Levels
Futures have pushed higher to 4582. With that we look for a lower volatility day, in line with yesterdays session (0.6% open/close range). Resistance shows at 4600 & 4616 (SPY 460), support is at 4550 then 4520. Key to our updated data is the SPY Call Wall which...
