por Melida Montemayor | Ene 22, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 1/29: FOMC We are risk off (short delta+long vol) if SPX <6,000. Key SG levels for the SPX are: Support: 6,050, 6,020, 6,000 Resistance: 6,075, 6,100 Founder’s Note: ES futures are +40 bps, NQ are +80bps off of huge NFLX earnings...
por Melida Montemayor | Ene 21, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 1/29: FOMC We are risk off (short delta+long vol) if SPX <5,975. Key SG levels for the SPX are: Support: 6,000 Resistance: 6,050, 6,075, 6,100 Founder’s Note: Futures are +40 bps. Resistance: 6,050, 6,075, 6,100 Support: 6,000,...
por Melida Montemayor | Ene 17, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 1/17: OPEX 1/20: MLK (market closed) + Inauguration 1/29: FOMC 5,950 – 6,000 is likely major resistance into 1/17 OPEX. We are risk off (short delta+long vol) if SPX <5,900. Key SG levels for the SPX are: Support: 5,900...
por Melida Montemayor | Ene 16, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 1/17: OPEX 1/20: MLK (market closed) + Inauguration 1/29: FOMC 5,950 – 6,000 is likely major resistance into 1/17 OPEX. We are risk off (short delta+long vol) if SPX <5,900. Key SG levels for the SPX are: Support: 5,900...
por Melida Montemayor | Ene 15, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 1/15: CPI 1/17: OPEX 1/20: MLK (market closed) + Inauguration 1/29: FOMC 5,950 – 6,000 is likely major resistance into 1/17 OPEX. We are risk off (short delta+long vol) if SPX <5,800. 1/14: We believe traders are under-pricing...
