SpotGamma Report for: 02/10/2022 AM

Daily Note: Futures are flat ahead of the 8:30AM ET CPI report. Our volatility forecast declined sharply to 0.67% today (1 stdev move, open/close) vs 1.2% y'day. We see large support at 4520, with resistance remaining at 4600 and 4620 (SPY 460 equivalent). While many traders are watching this data point closely, we feel that […]