por Melida Montemayor | May 21, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 5/21 VIX Exp 5/20: Bulls remain in control while SPX >5,925. We press shorts <5,900 (our only current shorts are limited to longer dated put spreads related to 5/13 notes). 5/21 VIX expiration marks the window closing from a...
por Melida Montemayor | May 20, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 5/21 VIX Exp 5/20: Bulls remain in control while SPX >5,925. We press shorts <5,900 (our only current shorts are limited to longer dated put spreads related to 5/13 notes). 5/21 VIX expiration marks the window closing from a...
por Melida Montemayor | May 20, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 5/21 VIX Exp 5/13: With the SPX >=5,825, we see Friday’s OPEX (5/16) as one of the most call-lopsided expirations ever. We think this may lead to a market correction next week. 5/12: Following the US/China trade advancements, we...
por Melida Montemayor | May 19, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 5/21 VIX Exp 5/13: With the SPX >=5,825, we see Friday’s OPEX (5/16) as one of the most call-lopsided expirations ever. We think this may lead to a market correction next week. 5/12: Following the US/China trade advancements, we...
por Melida Montemayor | May 16, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 5/16 OPEX 5/21 VIX Exp 5/13: With the SPX >=5,825, we see Friday’s OPEX (5/16) as one of the most call-lopsided expirations ever. We think this may lead to a market correction next week. 5/12: Following the US/China trade...
