The CONTEXT Model for ES (SPX Futures) is +4 ES points in the green, meaning global risk assets are suggesting ES is trading at a slight discount right now, not exactly what I want to short in to with the Index anyway. SPY Arbitrage (remember they are 30+ mins delayed) is near fair value, small corrections above and below, seemingly to hold the SPY somewhere in this level.
Has anyone checked what SPY Max-Pain by Dollar Value is Today? Op-Ex Pin? I doubt it, but who knows.
Let me know if you have that information
5 years ago
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