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Market insight May 27, 2022

Market insight May 27, 2022

Fresh reminder, the liquidity is weak because of the upcoming holiday weekend when US equities markets will be closed on Monday. Thus, prices may display extreme volatility. Low liquidity suggests few buyers and sellers in the market, which may contribute to more volatility since prices might fluctuate more drastically. That

Market insight May 26 2022

Market insight May 26 2022

SPX500 Call options were added at the 4100 and 4200 strikes. This has the effect of flattening out the gamma curve above 4200, which suggests that the market may lose steam if it rallies into 4200. The gamma curve represents the rate of change of an option's delta.

Market insight May 25, 2022

Market insight May 25, 2022

SPX500 The market's low point was $3880. That was expected, with a strong bounce, as I mentioned in my previous blog post yesterday. Market view May 24, 2022During the week of June 13-17, there are a substantial open interest in VIX (Volatility Index) options contracts that expire. Federal

Market view May 23, 2022 (Second post today)

Market view May 23, 2022 (Second post today)

The SPX500 is currently trading at $3878 On Friday, May 20 after OPEX, a lot of options expired. Additionally, there was a sharp move higher into the close on Friday. That was possibly an opportunity for short-covering for some market participants. This Gamma curve (a measure of the change in

Market view May 23, 2022

Market view May 23, 2022

The markets seem oversold, ARK (with all their tech stocks from which their index is composed) has stopped going down, and bonds are now helping. Vol control strategies have been out since March 20 OPEX expiration and waiting to get back in. Vol control strategies are investment strategies that attempt

Market view May 20, 2022 (OPEX)

Market view May 20, 2022 (OPEX)

The SPX500 supported our $3,900.00 region, produced by the "strike price" with the largest net-negative gamma. Gamma is a measure of the rate of change of an option's delta in relation to the underlying asset. In general, the greater the gamma of an option,

Market view May 19, 2022

Market view May 19, 2022

Futures for the SPX500 have fallen to $3882, up from overnight lows of $3850. This indicates that the market is down from its previous peak but up from its overnight low. The VIX is pricing daily SPX500 changes of 2%, which indicates that there is still a great deal of