At a critical juncture while hanging on a pivot for both 200D and zero gamma.
The 200D regression trend turned up positive as the tail is now at the peak of aug bull rally.
Total S&P 500 gamma is neutral around zero gamma / 4k.
No vol events and no flows from options means lower daily distributions.
Bulls
- Slow grind up here into CPI.
- Low CPI/PPI Only on Mar14/15.
- VANNA/CHARM flows to pick back up
- Target is ~405 JHEQX Call Pin
Bears
- Bears have not had a lot of help from any negative gamma
- A turn below 200D would give the acceleration lower needed to go negative
- Target is JHEQX Put at ~363
The 200D regression trend turned up positive as the tail is now at the peak of aug bull rally.
Total S&P 500 gamma is neutral around zero gamma / 4k.
No vol events and no flows from options means lower daily distributions.
Bulls
- Slow grind up here into CPI.
- Low CPI/PPI Only on Mar14/15.
- VANNA/CHARM flows to pick back up
- Target is ~405 JHEQX Call Pin
Bears
- Bears have not had a lot of help from any negative gamma
- A turn below 200D would give the acceleration lower needed to go negative
- Target is JHEQX Put at ~363
ノート
inverse H&S to watch for. JHEQX call pin brings us right to neckline.
ノート
Gap above and below.If you're a long time reader you will recognize the gaps that I referenced since 2021.
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これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。