by ricardo@optionelements.es | Mar 9, 2021 | Sin categoría
Futures are at overnight highs of 3861. Major SG levels remain unchanged with resistance at 3900 and ZeroGamma/Vol Trigger flipping at 3840. Critical support remains at 3800. While the S&P holds a small positive gamma position, the SG implied move is only 80bps...
by ricardo@optionelements.es | Mar 8, 2021 | Sin categoría
by ricardo@optionelements.es | Mar 8, 2021 | Sin categoría
by ricardo@optionelements.es | Mar 8, 2021 | Sin categoría
Futures are consolidating above 3800, giving back a bit of the gains from Friday. 3800 remains the largest gamma support area with resistance up into 3860. The SPX Zero Gamma flip lines actually slid a bit lower with the data refresh to ~3830 but we believe markets...
by ricardo@optionelements.es | Mar 5, 2021 | Sin categoría