by Melida Montemayor | Ago 29, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 8/29: PCE 9/1: Market Closed (Labor Day) Update 8/28: Post NVDA earnings the key upside target remains 6,500-6,525. We update our key “risk off” pivot level to 6,450. A break below there infers a test of 6,400. <6,400...
by Melida Montemayor | Ago 28, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 8/28: GDP/Jobless Claims 8/29: PCE 9/1: Market Closed (Labor Day) Update 8/28: Post NVDA earnings the key upside target remains 6,500-6,525. We update our key “risk off” pivot level to 6,450. A break below there infers a test...
by Melida Montemayor | Ago 27, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 8/27: NVDA ER 8/28: Jobless Claims 8/29: PCE 8/25: Post JHOLE: At any point moving forward should SPX break under 6,400 this market could get pretty nasty, as that is where negative gamma comes in. Further, that downside action would...
by Melida Montemayor | Ago 25, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 8/27: NVDA ER 8/28: Jobless Claims 8/29: PCE Update 8/25: Post JHOLE: At any point moving forward should SPX break under 6,400 this market could get pretty nasty, as that is where negative gamma comes in. Further, that downside action...
by Melida Montemayor | Ago 20, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 8/20: VIX EXP 8/23: J-HOLE 8/27: NVDA ER Update 8/18: Per recent updates, due to 11-12% SPX IV’s we want to now own a small amount of Sep put, and/or Sep VIX call spreads into JHOLE & NVDA (8/27), while maintaining a core long...
