by ricardo@optionelements.es | May 26, 2021 | Sin categoría
Futures are at 4198 following a very quiet overnight session. For today we look for another low volatility session, with resistance in the 4215 area and support at 4175. 4160 is the gamma flip line and considered critical support. The Call Wall rolled down from 4250...
by ricardo@optionelements.es | May 25, 2021 | Sin categoría
Futures held tight to 4205 overnight. The Call Wall has shifted higher to 4250, which was key for our model in anticipating higher prices. 4200 stands out as a very large gamma strike and if markets hold that level we anticipate a low volatility market that grinds...
by ricardo@optionelements.es | May 24, 2021 | Sin categoría
Futures have popped higher to 4170 in the overnight session. Gamma reads slightly positive in the SPX, but negative in the SPY and QQQ. Resistance still shows at the 420/4200 (SPY/SPX) area, with initial support at 415/4150. The S&P maintains small positive gamma...
by ricardo@optionelements.es | May 21, 2021 | Sin categoría
by ricardo@optionelements.es | May 21, 2021 | Sin categoría