The Shadow Gamma Overnight Gap-Risk and NY Opening Auction Traps for ES and SPX Retail Traders

Read more

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