por Melida Montemayor | Mar 13, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 3/13: Inflation + Jobs data 3/18: VIX expiration (Tuesday) 3/19: FOMC 3/21: OPEX 3/31: Q-End OPEX 4/2: Tariff Deadline 3/11: Having now seen some capitulation into 3/11 and SPX 5,565, we are looking for a short term oversold bounce into...
por Melida Montemayor | Mar 11, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 3/12: CPI 3/18: VIX expiration (Tuesday) 3/19: FOMC 3/21: OPEX 3/31: Q-End OPEX 4/2: Tariff Deadline 3/11: Having now seen some capitulation into 3/11 and SPX 5,565, we are looking for a short term oversold bounce into the ±5,750 area....
por Melida Montemayor | Mar 10, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 3/18: VIX expiration (Tuesday) 3/21: OPEX 3/31: Q-End OPEX 4/2: Tariff Deadline 3/4: We see signs of a “capitulatory” downside move waiting in the wings. As such, we do not want to be short puts/short vol. Dip buyers likely...
por Melida Montemayor | Mar 7, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 3/6 Jobless Claims 3/7 NFP/Powell 3/18 VIX expiration (Tuesday) 3/21: OPEX 4/2: Tariff Deadline 3/4: We see signs of a “capitulatory” downside move waiting in the wings. As such, we do not want to be short puts/short vol. Dip...
por Melida Montemayor | Mar 6, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 3/6 Jobless Claims 3/7 NFP/Powell 3/18 VIX expiration (Tuesday) 3/21: OPEX 4/2: Tariff Deadline 3/4: We see signs of a “capitulatory” downside move waiting in the wings. As such, we do not want to be short puts/short vol. Dip...
