by ricardo@optionelements.es | Dic 7, 2020 | Sin categoría
Futures are off slightly after an initial opening that set a record high of 3703. 3700 stands as the Call Wall, but size did built at 3750 showing call activity overhead. This infers we could see the Call Wall soon roll to that 3750 strike and open the door to a... 
by ricardo@optionelements.es | Dic 3, 2020 | Sin categoría
Futures are at 3667 after holding a fairly tight range overnight. Accordingly, there was little change in SG levels with 3650-3700 remaining as the short term range. 12/18 remains a very large expiration not only for SPX but for the majority of single stocks, too.... 
by ricardo@optionelements.es | Dic 1, 2020 | Sin categoría
Strong mean revertive moves today in the SPX which closed down slightly on the day. The VIX finished back on those post-Covid lows, with SPX options volume decent at 1.1mm contracts. The VIX breaking 20 may be the precursor to this market making a run at 3700. We also... 
by ricardo@optionelements.es | Nov 30, 2020 | Sin categoría
Futures are around 3625 with quite a range in futures overnight. The session opened at 3650, then trended immediately lower over the next several hours to 3602. With this we note that the VIX (which was near post-Covid lows on Friday) has shifted up 1.5pts (~7%) to... 
by ricardo@optionelements.es | Nov 27, 2020 | Sin categoría
Both ES futures and SG levels are little changed to start this half day session. 3700 has grown in gamma size which suggest that the SPX options structure is shifting higher and SPX prices should follow. Today appears to be a very small expiration in equities with... 