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Informe Option Levels

Informe Option Levels

Macro Theme:     Key dates ahead: 9/20 Huge Quarterly OPEX Following FOMC, we see equities in a negative gamma stance, which implies upside volatility may remain. SPX 5,750 & IWM 230 are the major upside levels into 9/20 OPEX. Into Friday/Monday OPEX may...
Informe Option Levels

Informe Option Levels

Macro Theme:   Key dates ahead: 9/20 Huge Quarterly OPEX Following FOMC, we see equities in a negative gamma stance, which implies upside volatility may remain. SPX 5,750 & IWM 230 are the major upside levels into 9/20 OPEX. Into Friday/Monday OPEX may offer...
Informe Option Levels

Informe Option Levels

Macro Theme:   Key dates ahead: 9/18 FOMC/VIX Exp 9/20 Huge Quarterly OPEX 9/18 – 9/20 is a major inflection point for equities, due to VIX Exp & FOMC (9/18), followed by Triple-Witching-OPEX. Key SG levels for the SPX are: Support: 5,620, 5,600, 5,500...
Informe Option Levels

Informe Option Levels

Macro Theme:   Key dates ahead: 9/18 FOMC/VIX Exp 9/20 Huge Quarterly OPEX 9/18 – 9/20 is a major inflection point for equities, due to VIX Exp & FOMC (9/18), followed by Triple-Witching-OPEX. Key SG levels for the SPX are: Support: 5,620, 5,600...
Informe Option Levels

Informe Option Levels

Macro Theme:   Key dates ahead: 9/18 FOMC/VIX Exp 9/20 Huge Quarterly OPEX 9/18 – 9/20 is a major inflection point for equities, due to VIX Exp & FOMC (9/18), followed by Triple-Witching-OPEX. Key SG levels for the SPX are: Support: 5,600, 5,550...