by ricardo@optionelements.es | Mar 28, 2022 | Sin categoría
by ricardo@optionelements.es | Mar 28, 2022 | Option Levels
Futures had a quiet overnight session, currently near highs of 4540. Our volatility forecast anticipates another tight trading range today (0.69% open/close). Support shows at 4510 & 4500. Resistance shows at 4552 and 4575. Most notably we saw the SPY Call Wall... 
by ricardo@optionelements.es | Mar 25, 2022 | Option Levels
Futures have pushed a bit higher to 4525. Our volatility estimate dropped another notch with yesterdays rally into the close. We are now looking for an open/close range of just 0.67%, vs ~0.9% the past several sessions (and ~1.4% last week!). Support lies at 4500 and... 
by ricardo@optionelements.es | Mar 24, 2022 | Option Levels
Futures are up slightly to 4477 after a quiet overnight session. Our volatility estimates (0.86% from open) and key trading levels remain in line with yesterday. Resistance is at 4500-4510. Support lies at 4473 then 4450. Last week we laid out the following map, and... 
by ricardo@optionelements.es | Mar 23, 2022 | Option Levels
Futures have pulled back some to 4488, down from highs of 4513. Gamma remains very flat in the S&P, which leads to a 1 day estimated volatility level of 0.92% (open/close). 4500-4510 (SPY450) is resistance with support at 4476 and 4449. QQQ maintains a more... 