por Responsyble | May 27, 2025 | Sin categoría
Macro Theme: Key dates ahead: 5/28 FOMC Mins/NVDA ER 5/29 Jobless Claims 530 PCE 5/27: Our prime position here is maintaining rolling short dated tail positions, near the 5,750-5,700 zone, as the market consistently shows jump risk (ex: 20Y auction day and...
por Responsyble | Mar 24, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 3/31: Q-End OPEX 4/2: Tariff Deadline 3/24: We are looking to lock in some long call/short put gains (see 3/19 note) into the strong stock rally on into 3/24 because a signed tariff deal has not been reached (ref SPX 5,730)....
por Responsyble | Mar 12, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 3/12: CPI 3/18: VIX expiration (Tuesday) 3/19: FOMC 3/21: OPEX 3/31: Q-End OPEX 4/2: Tariff Deadline 3/11: Having now seen some capitulation into 3/11 and SPX 5,565, we are looking for a short term oversold bounce into the ±5,750...
por Responsyble | Dic 6, 2024 | Informe Option Levels
Macro Theme: Key dates ahead: 12/6 NFP 12/11 CPI Our primary risk metric signals being long of equities while SPX >6,000 with an upside target 6,100. <6,000 we flip to risk-off. Through to 12/20 OPEX we plan to operate in “buy the dip mode”...
por Responsyble | Dic 5, 2024 | Informe Option Levels
Founder’s Note: Thu, December 05, 2024 at 7:00 AM ET Macro Theme: Key dates ahead: 12/5 Jobless Claims 12/6 NFP 12/11 CPI Our primary risk signals signal long of equities while SPX >6,000 with an upside target of 6,050, then 6,100. We are neutral...
