por ricardo@optionelements.es | Mar 22, 2022 | Option Levels
Futures have popped higher, near yesterdays highs of 4465. There was very little shift in our levels for today, backing the idea that yesterdays trade was rather anemic. Resistance holds at 4480 then 4500. Support lies at 4456 then 4431. Our daily volatility estimate...
por ricardo@optionelements.es | Mar 21, 2022 | Sin categoría
por ricardo@optionelements.es | Mar 21, 2022 | Option Levels
Futures were steady overnight, and are currently near 4440. Fridays expiration brought a substantial reduction in negative gamma, which suggests a reduction in market volatility (SG est 0.82% SPX move for today). For today we see support at 4400 with resistance at...
por ricardo@optionelements.es | Mar 18, 2022 | Option Levels
Futures were quiet overnight, and are holding near 4380. Our volatility expectations decreased dramatically today, with an SG Implied move of 0.86% (open/close) vs ~1.4% yesterday. We see resistance at 4400 and 4425. Support shows at 4380 the 4350. OPEX day has...
por ricardo@optionelements.es | Mar 17, 2022 | Option Levels
Futures are at 4335 down from overnight highs of 4367. With yesterdays rally there was a sharp reduction in negative gamma, however we still forecast high volatility for today (1.4% open/close). Resistance lies at 4348 and 4400. Support shows at 4330 and 4300. For the...
