por Responsyble | Jun 9, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 6/5 Jobless Claims 6/6 NFP 6/11 CPI 6/4: In line with the update from 5/27 – As the SPX has held >=5,900 we continue to favor upside equity plays, which syncs with looking for vol contraction into June monthly OPEX (6/20)....
por Responsyble | Jun 4, 2025 | Informe Option Levels
Macro Theme: Key dates ahead: 6/4 ISM PMI 6/5 Jobless Claims 6/6 NFP 6/11 CPI 6/4: In line with the update from 5/27 – As the SPX has held >=5,900 we continue to favor upside equity plays, which syncs with looking for vol contraction into June monthly...
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”...
