by Melida Montemayor | Nov 28, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 11/28: Early Close (1PM ET) 12/5: PCE/NFP 12/10: CPI/FOMC 12/15: ORCL ER 12/17 VIX Exp 12/19: OPEX SG Summary: Update 11/28: With Thanksgiving weekend arriving we see the “Easy Money” made from volatility crushing likely over,...
by Melida Montemayor | Nov 26, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 11/27: Thanksgiving 11/28: Early Close 12/5: PCE/NFP 12/10: CPI/FOMC 12/15: ORCL ER 12/17 VIX Exp 12/19: OPEX SG Summary: Update 11/25: 11/24 (below) views are still in place, but we have updated our Risk Pivot to 6,680 from 6,600. 11/24:...
by Melida Montemayor | Nov 25, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 11/25: Sep Delayed PPI 11/27: Thanksgiving 11/28: Early Close 12/5: NFP 12/10: CPI/FOMC 12/15: ORCL ER 12/17 VIX Exp 12/19: OPEX SG Summary: Update 11/25: 11/24 (below) views are still in place, but we have updated our Risk Pivot to 6,680...
by Melida Montemayor | Nov 24, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 11/27: Thanksgiving 11/28: Early Close 12/10: FOMC 12/15: ORCL ER 12/19: OPEX SG Summary: Update 11/24: We want to lean long of stocks with SPX >6,600 as we believe put option decay into a holiday week will be a dominant tailwind for...
by Melida Montemayor | Nov 21, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 11/21: OPEX 11/27: Thanksgiving 12/10: FOMC 12/15: ORCL ER 12/19: OPEX SG Summary: Update 11/21: Yesterday’s break of 6,700 opened the downside plunge which occurs into todays OPEX + a weekend. Puts are now expensive, which in the...
