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...
por Melida Montemayor | Feb 26, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 2/26: NVDA ER 2/27: GDP 2/28: PCE On 2/11 we recommended buying SPX ~1-month calls as a way to hedge a right tail move. Our data suggests calls are cheap (ex: 3/13 exp 25 delta call = 10.6% IV ref 6,200). Update (2/20): We flip to...
por Melida Montemayor | Feb 25, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 2/26: NVDA ER 2/27: GDP 2/28: PCE On 2/11 we recommended buying SPX ~1-month calls as a way to hedge a right tail move. Our data suggests calls are cheap (ex: 3/13 exp 25 delta call = 10.6% IV ref 6,200). Update (2/20): We flip to...
por Melida Montemayor | Feb 24, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 2/26: NVDA ER 2/27: GDP 2/28: PCE On 2/11 we recommended buying SPX ~1-month calls as a way to hedge a right tail move. Our data suggests calls are cheap (ex: 3/13 exp 25 delta call = 10.6% IV ref 6,200). Update (2/20): We flip to...
por Melida Montemayor | Feb 21, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 2/21: OPEX 2/26: NVDA ER On 2/11 we recommended buying SPX ~1-month calls as a way to hedge a right tail move. Our data suggests calls are cheap (ex: 3/13 exp 25 delta call = 10.6% IV ref 6,200). Update (2/20): We flip to...
