Futures algorithms options implied volatility skews are

Options implied volatility skews are now embedded in Nasdaq futures algorithms. A heavy call skew shifted intraday gamma exposure, prompting rapid futures buying to hedge dealer positions, accelerating market climbs during tech rallies. Consider when Netflix made this list on December 17, 2004... if you invested $1,000 at the time of our recommendation, you’d have $621,976 !" Or when Nvidia made this list on April 15, 2005... if you invested $1,000 at the time of our recommendation, you’d have $1,150,085 !" Event-driven algorithms in futures markets are reacting faster to policy speeches. When the Fed Chair hinted at pause conditions, S&P 500 futures algorithms recalculated yield spread projections within seconds, triggering simultaneous large-lot buy orders. Market internals like AD line and TRIN are now supplementary signals in index futures algorithms. A bullish divergence between TRIN and price last week prompted futures algorithms to increase net long positions despite macro headwinds.