por Melida Montemayor | Jul 1, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 6/30: Quarterly OPEX 7/1: Powell Speaking 9:30AM, ISM 10AM 7/3: NFP 7/4: July 4th (market closed) June OPEX Playbook: Update 6/30 (Looking past todays roll): Due to the large negative SPX gamma above, we will be looking to play long...
por Melida Montemayor | Jun 30, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 6/30: Quarterly OPEX 7/1: Powell Speaking 9:30AM, ISM 10AM 7/3: NFP 7/4: July 4th (market closed) June OPEX Playbook: Update 6/30 (Looking past todays roll): Due to the large negative SPX gamma above, we will be looking to play long...
por Melida Montemayor | Jun 27, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 6/27: PCE 6/30: Quarterly OPEX June OPEX Playbook: Update: 6/27: We think implied volatility will have a brief uptick on Monday as quarter end hits and the JPM collar trade & its related positions expire/roll off. With that we think a...
por Melida Montemayor | Jun 26, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 6/26: Jobless Claims, GDP 6/27: PCE 6/30: Quarterly OPEX June OPEX Playbook: Update 6/25: The apparent resolution of the Middle East conflict put a bid into stocks, which has rendered the JPM Call for 6/30 irrelevant. SPX vols have since...
por Melida Montemayor | Jun 25, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 6/25: Powell Testimony 6/26: Jobless Claims, GDP 6/27: PCE 6/30: Quarterly OPEX June OPEX Playbook: Update 6/25: The apparent resolution of the Middle East conflict put a bid into stocks, which has rendered the JPM Call for 6/30...
