Notice: We are holding a Members Q&A today at 1PM ET. Join here. Macro Theme: Key Levels: –> Range Into October OPEX (10/21):Top: 3835 Call WallBottom: 3600 Put Wall–> High Volatility events: 10/7 Non farms payroll, 10/13 CPI–> 10/13 CPI triggers a strong directional trend into 10/21 OPEXRef Price: 3783SG Implied 1-Day Move: 1.25%SG Implied […]
Founder's Note
Founders Note for: 2022-10-05 16:45 EDT
Macro Theme: Key Levels: –> Range Into October OPEX (10/21): Top: 3835 Call Wall Bottom: 3600 Put Wall–> High Volatility event: 10/13 CPIRef Price: 3780SG Implied 1-Day Move: 1.25%SG Implied 5-Day Move: 3.08%Volatility Trigger: 3755Absolute Gamma Strike: 4000Call Wall: 3835Put Wall: 3600 Daily Note: The market opened lower and closed higher. SpotGamma’s $3,750.00 support was […]
Founders Note for: 2022-10-05 06:53 EDT
Macro Theme: Key Levels: –> Range Into October OPEX (10/21):Top: 3835 Call WallBottom: 3600 Put Wall–> High Volatility event: 10/13 CPIRef Price: 3790SG Implied 1-Day Move: 1.25%SG Implied 5-Day Move: 3.08%Volatility Trigger: 3755Absolute Gamma Strike: 4000Call Wall: 3835Put Wall: 3600 Daily Note: Futures are contracting, to 3770. Resistance remains at 3800, with support at 3749 then 3700. […]
Founders Note for: 2022-10-04 16:45 EDT
Macro Theme: Key Levels: –> We look for a market bounce out of 9/30 expiration, with a 3800 target–> Range Into October OPEX (10/21): Top: 3800 Vol Trigger Bottom: 3600 Put Wall–> High Volatility event: 10/13 CPIRef Price: 3786SG Implied 1-Day Move: 1.25%SG Implied 5-Day Move: 3.08%Volatility Trigger: 3800Absolute Gamma Strike: 4000Call Wall: 3835Put Wall: 3600 Daily Note: The market […]
Founders Note for: 2022-10-04 07:12 EDT
Macro Theme: Key Levels: –> We look for a market bounce out of 9/30 expiration, with a 3800 target–> Range Into October OPEX (10/21):Top: 3800 Vol TriggerBottom: 3600 Put Wall–> High Volatility event: 10/13 CPIRef Price: 3677SG Implied 1-Day Move: 1.25%SG Implied 5-Day Move: 3.08%Volatility Trigger: 3800Absolute Gamma Strike: 4000Call Wall: 3835Put Wall: 3600 Daily […]
Founders Note for: 2022-10-03 16:45 EDT
Macro Theme: Key Levels: –> We look for a market bounce out of 9/30 expiration, with a 3800 target–> Range Into October OPEX (10/21): Top: 3800 Vol Trigger Bottom: 3500 Put Will–> High Volatility event: 10/13 CPIRef Price: 3679SG Implied 1-Day Move: 1.09%SG Implied 5-Day Move: 3.08%Volatility Trigger: 3800Absolute Gamma Strike: 4000Call Wall: 3835Put Wall: […]
Founders Note for: 2022-10-03 07:36 EDT
Macro Theme: Key Levels: –> We look for a market bounce out of 9/30 expiration, with a 3800 target–> Range Into October OPEX (10/21): Top: 3800 Vol TriggerBottom: 3500 Put Will –> High Volatility event: 10/13 CPIRef Price: 3589SG Implied 1-Day Move: 1.09%SG Implied 5-Day Move: 3.08%Volatility Trigger: 3800Absolute Gamma Strike: 4000Call Wall: 3835Put Wall: 3500 Daily […]
Founders Note for: 2022-09-30 16:45 EDT
Macro Theme: Key Levels: –> 3600 Put Wall is near the bottom of our range–> We look for a market bounce out of 9/30 expiration–> We look for a sustained move from 9/21 FOMC into the end of SeptemberRef Price: 3597SG Implied 1-Day Move: 1.2%SG Implied 5-Day Move: 2.7%Volatility Trigger: 4000Absolute Gamma Strike: 4000Call Wall: […]
Founders Note for: 2022-09-30 06:28 EDT
Macro Theme: Key Levels: –> 3600 Put Wall is near the bottom of our range–> We look for a market bounce out of 9/30 expiration–> We look for a sustained move from 9/21 FOMC into theend of SeptemberRef Price: 3641SG Implied 1-Day Move: 1.2%SG Implied 5-Day Move: 2.7%Volatility Trigger: 4000Absolute Gamma Strike: 4000Call Wall: 4400Put Wall: 3600 […]
Founders Note for: 2022-09-29 16:45 EDT
Macro Theme: Key Levels: –> 3600 Put Wall is near the bottom of our range–> We look for a market bounce out of 9/30 expiration–> We look for a sustained move from 9/21 FOMC into the end of SeptemberRef Price: 3636SG Implied 1-Day Move: 1.25%SG Implied 5-Day Move: 2.7%Volatility Trigger: 4000Absolute Gamma Strike: 4000Call Wall: […]