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SpotGammaModel

Options Data Sets New Higher Range

Long
S&P 500 E-mini Futures (CME_MINI:ES1!)  
SpotGammaModel Updated   
CME_MINI:ES1!   S&P 500 E-mini Futures
Technical Indicators Beyond Technical Analysis S&P 500 (SPX500) es_f SPDR S&P 500 ETF (SPY)
7
0
indicator beyondta spx500 es_f spy
Now that November OPEX is over we turn to December. The options data ranges set themselves higher indicating a new target overhead of 3150. Market gamma overall is very high suggesting tight trading ranges and a low volatility market. www.spotgamma.com
Comment:
3125 is the new high gamma strike meaning we should hold 3125. if volatility keeps coming down then 3150 is the target.
Trade closed: target reached:
Large options gamma at 3150 + no sign yet of a roll higher means risk reward favors closing trade
$SPX $SPY Options Gamma Modeling
www.spotgamma.com
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