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Structural Options Analysis
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Robert P. Balan
Sept 17 Late NY PM: Primary Preference Zone -- 7630; 7650
Sept 17 Early NY Open: Primary Preference Zone -- 7600; 7670
Sept 16 Post-FOMC: Primary Preference Zone -- 7540–7560
Sept 16 Early NY PM: Primary Preference Zone -- 7600; 7650
Sept 16 Early NY Open: Primary Preference Zone -- 7610; 7650
The Shadow Gamma Overnight Gap-Risk and NY Opening Auction Traps for ES and SPX Retail Traders
Sept 15 Late NY PM: Primary Preference Zone -- 7595–7600
Sept 15 Late NY AM: Primary Preference Zone -- 7575–7595
Sept 15 Pre-NY Open Discussions -- The first real floors underneath are 7600 and 7595
Gamma pinning through the FOMC and Sept 18 Options Expiry, then the box widens
Sept 14 Early NY PM: Primary Preference Zone -- 7640 – 7660
Sept 14 Early NY Open: Primary Preference Zone -- 7625–7640
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