AlgoIndex Blog
Daily institutional reviews and longer-form market research. The same analysis that drives our automated trading strategies.
$4.7 Trillion Expires Friday With ES Futures Pinned to the 200-Day Moving Average and Gamma at Its Deepest Negative of the Year
$4.7T in options expire Friday with ES pinned to the 200-day moving average and gamma at -4.097, the deepest negative of March. Full levels and setup inside.
The Fed Just Removed the Last Bid: What a 103-Point FOMC Selloff, Hot PPI, and Negative Gamma Mean for ES Futures Heading Into Triple Witching
ES dropped 103 points on hawkish FOMC and hot PPI. VIX crossed 25. Breadth collapsed. Full analysis of what Thursday and Triple Witching Friday mean for S&P 500 futures.
FOMC Day: What Institutional Delta Shift and VIX Expiry Signal for ES Futures
FOMC rate decision day with $2.2B institutional delta shift and VIX expiration creating two-phase ES futures setup. Gamma levels, options flow, and key zones for March 18, 2026.
S&P 500 Futures at a Crossroads: Monday’s Relief Rally Meets Gamma Flip Level Reality Ahead of Wednesday’s FOMC
ES futures bounced 1% Monday as oil dropped below $95, but the gamma flip level at 6,797 caps upside. Full analysis of levels, FOMC setup, and Tuesday trade plan.
S&P 500 Futures Face Triple Threat: Iran Escalation, FOMC, and Triple Witching Collide March 16-21
ES futures face Iran escalation, FOMC rate decision, and $4.7T triple witching OPEX in one week. Institutional flow analysis with key levels for March 16-21, 2026.
Is a Major Market Correction Really a Concern? (Part 2)
Practical guide to identifying major market corrections before they happen. Covers financial conditions, positioning signals, and institutional hedging indicators.
Is a Major Market Correction Really a Concern?
What Buffett, Burry, and institutional data reveal about current market fragility. Analysis of valuation extremes, concentration risk, and crash probability metrics.