عقود E-mini الآجلة لـ S&P 500تم تحديثه

You ever dance with the devil in the pale moonlight?

Last night futures bounced off JHEQX Zero Gamma support.

Significance of this level can not be understated.

Losing 3585 may find support below from JHQDX long put flipping positive gamma.

With VIX at 32 you should be expecting a 2% move a day.
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I have an alert at 34 VIX as the point where we could see a pop higher.

GEX on SPX is -2.5B which implies more volatility to a range of 3% or more.

I predicted CPI will be lower because commodities reached a low by the end of Sept.
Using the Commodity Index to predict the next CPI


After a lower CPI I expect a rally to close the range on JHQDX long put as a target close for end of October.
ملاحظة
RTH open another test of the 3585 range.
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Still accumulating. The flip side would see us losing the 3585 range and begin triggering a chain reaction of stops on the way down.
ملاحظة
So the rally this AM was crushed by sellers again.
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Right back at 34 VIX again.
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ملاحظة
5min chart
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This is the exact 0 gamma range for JHEQX

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