by Melida Montemayor | Jul 14, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 7/15: CPI 7/16: 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 names. We...
by Melida Montemayor | Jul 11, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 7/15: CPI 7/16: 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 names. We...
by Melida Montemayor | Jul 10, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 7/9: FOMC Mins 7/10: Jobless Claims 7/15: CPI 7/16: Earnings Start 7/30: FOMC July OPEX Playbook: Update 7/8: Watch the second half of July as a possible turning point/change in bullish trend: 7/15 CPI, 7/18 OPEX, 7/30 FOMC & 8/1...
by Melida Montemayor | Jul 8, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 7/9: FOMC Mins 7/10: Jobless Claims 7/15: CPI 7/16: Earnings Start 7/30: FOMC July OPEX Playbook: Update 7/8: Watch the second half of July as a possible turning point/change in bullish trend: 7/15 CPI, 7/18 OPEX, 7/30 FOMC & 8/1...
by Melida Montemayor | Jul 7, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 7/9: FOMC Mins 7/10: Jobless Claims 7/15: CPI 7/16: Earnings Start 7/30: FOMC June OPEX Playbook: Update 7/7: We think the SPX holds the 6,250-6,300 area this week, and short dated IV’s like contract sharply (ref 15% ATM IV). Next...
