The overnight session, prepared before it opens.
For ES and NQ: where the session that just ended put its value, where the last price sits against it, what the Asia window has done so far, the implied move to the next cash close from the tracking ETF’s options, a modeled gamma read and the nearest reference levels. Built by Trader’s Edge from our own 1-minute bars and option chains. It describes the setup, it does not forecast the session.
Built Fri, Oct 30, 2:45 AM ET. Refreshed before the Globex reopen and again before London on trading days.
This sheet is built before the reopen. Members get the market reads every 90 minutes, the live desk rooms and APOLLO ONE on TradingView for ES, NQ, GC and SI.
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What each line means.
What it reads. Our 1-minute futures bars and the at-the-money options of SPY for ES and QQQ for NQ.
How it is computed. Value and POC come from a volume-at-price profile with a 70% value area. Net volume is estimated with Bulk Volume Classification. The implied move is S x IV x the square root of the years to the next 16:00 ET close, so, with illustrative numbers, an ETF at 700.00 with a 16.0% implied volatility and 16 hours to go gives 700.00 x 0.160 x 0.0427 = 4.78, which is 0.68%, and 0.68% of a futures price is the move in futures points. Gamma is modeled from the chain with the standard sign assumption (dealers long calls and short puts).
Why it matters. It puts the prior value, the overnight range so far and the size of a one standard deviation day on one page before the session starts.
What it does not tell you. Direction, or whether price reaches any band. The implied move comes from option prices and is not a forecast, the gamma read is a model and not an observed position, and nothing here was measured against later prices.
APOLLO ONE draws the level, the entry, the stop and your size on the chart.
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