por Melida Montemayor | Abr 9, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 4/9: FOMC Mins 4/7: Into record high IV/VIX levels, we are looking at ways to play volatility contraction over the next 1-2 weeks via +2 month call spreads and/or flies, with a possible rally “resistance free” into the 5,400...
por Melida Montemayor | Abr 8, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 4/9: FOMC Mins 4/7: Into record high IV/VIX levels, we are looking at ways to play volatility contraction over the next 1-2 weeks via +2 month call spreads and/or flies, with a possible rally “resistance free” into the 5,400...
por Melida Montemayor | Abr 7, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 4/9: FOMC Mins 4/7: Into record high IV/VIX levels, we are looking at ways to play volatility contraction over the next 1-2 weeks via +2 month call spreads and/or flies, with a possible rally “resistance free” into the 5,400...
por Melida Montemayor | Abr 4, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 4/3: Jobs (8:30 AM ET) & ISM (10AM) 4/4: NFP 4/3: Post Tariff Announcement: We want to be long of stocks >5,525 as negative gamma & a potential vol crush could quickly accelerate stocks higher to 5,600. To the downside, 5,400...
por Melida Montemayor | Abr 3, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 4/3: Jobs (8:30 AM ET) & ISM (10AM) 4/4: NFP 4/3: Post Tariff Announcement: We want to be long of stocks >5,525 as negative gamma & a potential vol crush could quickly accelerate stocks higher to 5,600. To the downside, 5,400...
