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Informe Option Levels

Informe Option Levels

Macro Theme: Key dates ahead: 11/13 CPI cancelled 11/14: PPI 11/19: VIX Exp, NVDA ER 11/21: OPEX SG Summary: 11/10: With the government shutdown apparently ending we are adjusting our risk-on pivot from 6,900 to 6,800. We think the week of 11/10 is setting up to be a...
Informe Option Levels

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)....
Informe Option Levels

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...
Informe Option Levels

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)....