por 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...
por 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...
por Melida Montemayor | Jun 3, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 6/3 JOLTS 6/4 ISM PMI 6/5 Jobless Claims 6/6 NFP 6/11 CPI 5/27: Our prime position here is maintaining rolling short dated tail positions, near the 5,750-5,700 zone, as the market consistently shows jump risk (ex: 20Y auction day and...
por Melida Montemayor | May 23, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 5/25 Powell speaks 5/28 FOMC Mins/NVDA ER 5/22: Puts/long vol positions were validated after the 1.6% decline on 5/21. We remain bearish on stocks with a short term support target of 5,775, favoring put spreads as a way to protect...
por Melida Montemayor | May 22, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 5/25 Powell speaks 5/28 FOMC Mins 5/22: Puts/long vol positions were validated after the 1.6% decline on 5/21. We remain bearish on stocks with a short term support target of 5,775, favoring put spreads as a way to protect downside. If...
