by Melida Montemayor | Ago 19, 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...
by Melida Montemayor | Ago 18, 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...
by Melida Montemayor | Ago 13, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 8/14: PPI 8/15: OPEX 8/20: VIX EXP 8/23: J-HOLE 8/27: NVDA ER Update 8/13: Our new risk pivot is 6,400. We are looking for a tag of 6,500 into Friday, which implies the bulk of SPX short term gains are now made (ref SPX 6,459). Per...
by Melida Montemayor | Ago 12, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 8/12: CPI 8/15: OPEX 8/20: VIX EXP 8/23: J-HOLE 8/27: NVDA ER UPDATE 8/12: We want to remain long of stocks with the SPX is >6,350. We will also being looking to own end-of-August SPX puts and/or VIX calls into CPI on the basis that IV...
by Melida Montemayor | Ago 11, 2025 | Sin categoría
Macro Theme: Key dates ahead: 8/12: CPI 8/15: OPEX 8/20: VIX EXP 8/23: J-HOLE 8/27: NVDA ER 7/30: We recommend ~8/11-8/15 exp 6,500 calls as an upside play out of FOMC, GDP, NFP and Mag 7 earnings. This is because they are trading at a 9-10% IV, and we think a vol...
