by ricardo@optionelements.es | Feb 19, 2021 | Sin categoría
by ricardo@optionelements.es | Feb 19, 2021 | Sin categoría
Futures are flat to last nights close, 3920. The two largest SG levels stand at 3900 & 3925 and we anticipate the SPX closing in that range today. Notional gamma levels have reduced quite a bit, with QQQ showing a solid negative gamma position. The 4k Call Wall... 
by ricardo@optionelements.es | Feb 17, 2021 | Sin categoría
Futures are holding flat to last nights close, holding near that key 3950 area. The most notable flow from yesterday was a net ~20k (each, puts and calls) added to 3950. The impact of this is 3950 showing with larger total gamma now than 4000. 395 in SPY is also... 
by ricardo@optionelements.es | Feb 17, 2021 | Sin categoría
FEB 16 2021 The GME Gamma Squeeze In late January 2021, GameStop experienced a once-in-a-decade squeeze that has captivated the world’s attention. This was a premeditated and programmatic exercise, orchestrated by coordinated stock and option buying across the retail... 
by ricardo@optionelements.es | Feb 16, 2021 | Sin categoría
Fridays price action was fairly tight, holding right in the range from Wed/Thurs. We highlighted 3 levels going into the open, 2 of which were 3912 and 3936. 3912 proved to be key support, as the market consoldated and ripped higher in the last 30 minutes to close at... 