by Melida Montemayor | Ago 11, 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 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...
by Melida Montemayor | Ago 8, 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 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...
by Melida Montemayor | Ago 6, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 8/7 Tariff Deadline 8/12: CPI 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 contraction + giant positioning at...
by Melida Montemayor | Ago 5, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 8/5: PMI 8/12: CPI 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 contraction + giant positioning at 6,500 could...
by Melida Montemayor | Ago 1, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 7/31: Jobless Claims, AAPL, AMZN, MSTR, COIN 8/1: NFP, PMI Update 8/1: Puts & VIX calls are paying, and we look to close and/or roll that sliver of puts today as SPX popped into risk-off levels <6,300. We see an ultimate possible...
