Nasdaq 100 futures hold 30166.50, up 22.75 points since the prior close, with S&P a stretched 2.05 z score ahead on their 20 session price ratio. The $NQ_F flip at 30619.84 is 1.23 of a 369.23 point priced day above. Below it dealer gamma is negative, so hedging feeds swings.

A 65.25 point rise leaves $NQ_F 11.16 points above its 31023.59 gamma flip. That gap is 0.03 of the 354.05 point typical day that options price, and today's gain ran 0.18. Above the flip hedging dampens moves, below it adds to them. Rig count comes at 1pm New York time.

$NQ_F at 31365.25 is up 47.5 points since the prior close, 88.68 above the 31276.57 gamma flip. That cushion is 0.23 of the 382.66 point day options price. Above the flip dealer hedging dampens moves, below it adds to them. FOMC minutes land Wednesday Oct 7.

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A 101.23 point drop would take $NQ_F to its 30809.77 gamma flip, below which dealer hedging stops damping moves and adds to them. That is 0.27 of the 379.52 point typical day options imply, under the 150.5 points moved since the previous close. Unemployment prints today.

$NQ_F at 30680.25 holds 9.7 points over its 30670.55 gamma flip, just 0.03 of the 379.52 point day options price. Today's 18.5 point slip is wider than that cushion. Above the flip dealer hedging dampens moves, below it adds to them. Payrolls land Friday Oct 2.

#futures #stockmarket #volatility

Just 0.58 vol points separate what Nasdaq 100 options charge from what the index delivers, 19.06% implied against 18.48% realized over 30 days. That is a 370.05 point day priced against 358.79 delivered. $NQ_F sits at 30820.25 with Friday Oct 2 payrolls inside that window.

on my www.buyittradeit.com site I have free tools for Futures like the #NQ_F and #ES_F which had a tight range and the gap fill board helps more for a half back trade. We broke above that gap as you can tell later.