por Melida Montemayor | Mar 5, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 3/5 ISM Services PMI 3/7 NFP/Powell 3/18 VIX expiration (Tuesday) 3/21: OPEX 4/2: Tariff Deadline 3/4: We see signs of a “capitulatory” downside move waiting in the wings. As such, we do not want to be short puts/short vol....
por Melida Montemayor | Mar 4, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 3/5 ISM Services PMI 3/7 NFP/Powell 3/4: We see signs of a “capitulatory” downside move waiting in the wings. As such, we do not want to be short puts/short vol. Dip buyers likely want to express that view instead with call...
por Melida Montemayor | Mar 3, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 3/3 ISM Manufacturing PMI 3/5 ISM Services PMI 3/7 NFP/Powell Risk On: >6,000 Risk Off: <5,975 Key SG levels for the SPX are: Resistance: 6,000 Support: 5,964, 5,900 Founder’s Note: Futures are 50bps higher, boosted by...
por Melida Montemayor | Feb 28, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 2/28: PCE 3/7 Powell Key SG levels for the SPX are: Resistance: 5,900, 6,000 (wide resistance levels) Support: 5,850, 5,800 Founder’s Note: Futures are +30bps ahead of PCE at 8:30. Ahead of PCE, the 0DTE straddle is trading...
por Melida Montemayor | Feb 27, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 2/27: GDP 2/28: PCE SPX Risk on >6,000 Risk off <5,975 Key SG levels for the SPX are: Resistance: 6,000, 6,020, 6,050 Support: 5,950, 5,925, 5,900 Founder’s Note: Futures are 60bps higher, leaving the SPX to test the...
