por Melida Montemayor | Mar 18, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 3/18: VIX expiration (Tuesday) 3/19: FOMC 3/21: OPEX 3/31: Q-End OPEX 4/2: Tariff Deadline 3/18: We look for short term equity weakness after this mornings VIX expiration (ref 5,675), with a target area of 5,565. Should that target hit,...
por Melida Montemayor | Mar 17, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 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. Call credit...
por Melida Montemayor | Mar 14, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 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. Call...
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....
