US equity index futures climbed during the evening Globex session, responding to a tweet by Elon Musk that hinted at improved relations with Donald Trump. The positive market reaction was reinforced by supportive commentary from investor Bill Ackman.

Their exchange signaled a shift toward cooperation, prompting a wave of optimism in the market. Traders interpreted the dialogue as a sign of easing political tension.

As Globex reopened, US futures staged a strong rebound. The move was largely triggered by the Musk–Ackman interaction, which the market viewed as a calming signal. With tensions cooling, equity sentiment quickly reversed from cautious to constructive.

This event highlights how high-profile commentary continues to shape market expectations. While no economic fundamentals changed overnight, traders responded strongly to the tone shift from influential voices. Short-term implied volatility remains reactive to such signals.

The speed of the rebound suggests volatility could rise again if more such messages surface. Skew and term structure may adjust quickly if traders perceive reduced downside risk. Shorter-dated options, in particular, could be vulnerable to repricing.

In this context, trade entries should be based on actual price action rather than stale assumptions. Sentiment, not macro data, is currently driving momentum. Traders holding options based on yesterday’s volatility assumptions should reevaluate their delta and gamma exposure.

Ackman’s continued public engagement adds a layer of unpredictability. Though not policy-driven, his remarks influence market tone. For options traders, this opens short-term windows for upside plays, particularly in momentum-driven indices.

Musk’s influence remains strong. When his comments align with figures like Ackman, speculative buying in tech and innovation sectors tends to rise. Watch delta-hedging behavior around these names it could signal renewed bullish activity if institutions join in.

The key now is confirmation. If volume increases along with price gains, volatility strategies may need quick recalibration. If momentum fades, mean-reversion trades could remain effective depending on institutional flow during US hours.

In the end, this is a tone-driven market. As long as sentiment from high-visibility figures continues to shift, flexibility in managing gamma via calendar or diagonal spreads can offer both protection and upside.