por Melida Montemayor | May 1, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 5/1: Jobless Claims, ISM, AAPL + AMZN earnings 5/2: NFP 4/29: Based on the formation of light positive gamma >5,500, we look to be net long of stocks while SPX holds that level. We recommend short dated (May exp) calls or call spreads....
por Melida Montemayor | Abr 30, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 4/30: PCE, Earnings: META, MSFT 5/1: ISM 5/2: NFP 4/29: Based on the formation of light positive gamma >5,500, we look to be net long of stocks while SPX holds that level. We recommend short dated (May exp) calls or call spreads. This...
por Melida Montemayor | Abr 29, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 4/29: Bessent, JOLTS 4/30: PCE, Earnings: META, MSFT 5/1: ISM 5/2: NFP 4/29: Based on the formation of light positive gamma >5,500, we look to be net long of stocks while SPX holds that level. We recommend short dated (May exp) calls...
por Melida Montemayor | Abr 28, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 4/30: Earnings: META, MSFT 5/1: ISM 5/2: NFP 4/25: <=25 delta 1-month S&P500 puts/put spreads make sense on a risk/reward basis given ATM IV in SPX is ~25%, which is at or below short term realized vol. This is not a call for a...
por Melida Montemayor | Abr 25, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 4/30: Earnings: META, MSFT 5/1: ISM 5/2: NFP 4/25: <=25 delta 1-month S&P500 puts/put spreads make sense on a risk/reward basis given ATM IV in SPX is ~25%, which is at or below short term realized vol. This is not a call for a...
