by Melida Montemayor | Jun 16, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 6/18 FOMC + VIX Expiration 6/19 Juneteenth – Market Closed 6/20 OPEX 6/30 Quarterly OPEX June OPEX Playbook: Update 6/16: 5,900 is likely support in through 6/30 even with a negative FOMC reaction. Given that, we are now giving edge...
by Melida Montemayor | Jun 11, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 6/11 CPI 6/18 FOMC + VIX Expiration 6/19 Juneteenth – Market Closed 6/20 OPEX 6/30 Quarterly OPEX June OPEX Playbook: June VIX/Equity expirations fall just as SPX realized vol is getting squeezed to the floor (5-day is 8%), and the...
by Melida Montemayor | Jun 10, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 6/11 CPI 6/18 FOMC + VIX Expiration 6/19 Juneteenth – Market Closed 6/20 OPEX 6/30 Quarterly OPEX June OPEX Playbook: June VIX/Equity expirations fall just as SPX realized vol is getting squeezed to the floor (5-day is 8%), and the...
by Melida Montemayor | May 21, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 5/21 VIX Exp 5/20: Bulls remain in control while SPX >5,925. We press shorts <5,900 (our only current shorts are limited to longer dated put spreads related to 5/13 notes). 5/21 VIX expiration marks the window closing from a...
by Melida Montemayor | May 20, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 5/21 VIX Exp 5/13: With the SPX >=5,825, we see Friday’s OPEX (5/16) as one of the most call-lopsided expirations ever. We think this may lead to a market correction next week. 5/12: Following the US/China trade advancements, we...
