by Melida Montemayor | Jul 29, 2025 | Informe Option Levels
Macro Theme: ¿Key dates ahead: 7/30: GDP, FOMC 7/31: Jobless Claims 8/1: NFP, PMI Update 7/28: SMH 1-month options scan as both very low IV, and neutral call vs put prices. As such we will be adding 1-month ~300 strike SMH calls into the upcoming earnings deluge (ref...
by Melida Montemayor | Jul 24, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 7/24: Jobless Claims, Trump visit Fed 7/30: FOMC 8/1: Tariff Deadline Update: 7/23: Trade deals and extensions have re-pumped the bulls, and so we look to maintain longs as long as the SPX remains above the risk pivot. Further, it appears...
by Melida Montemayor | Jul 17, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 7/17: Jobless Claims 7/30: FOMC July OPEX Playbook: Update 7/10: Call skews are getting quite elevated and so we are looking to ~1-month sell call skew in select names – most notably SPY. Check Compass for other names. We will also...
by Melida Montemayor | Jul 16, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 7/16: PPI 7/16: VIX Exp, Earnings Start 7/17: Jobless Claims 7/30: FOMC July OPEX Playbook: Update 7/10: Call skews are getting quite elevated and so we are looking to ~1-month sell call skew in select names – most notably SPY....
by Melida Montemayor | Jul 15, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 7/15: CPI 7/16: VIX Exp, Earnings Start 7/30: FOMC July OPEX Playbook: Update 7/10: Call skews are getting quite elevated and so we are looking to ~1-month sell call skew in select names – most notably SPY. Check Compass for other...
