por Responsyble | Sep 16, 2024 | 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...
por Responsyble | Sep 11, 2024 | Informe Option Levels
Macro Theme: Key dates ahead: 9/11 CPI 9/18 FOMC/VIX Exp 9/20 Huge Quarterly OPEX Key SG levels for the SPX are: Support: 5,400, 5,340 Resistance: 5,500, 5,520 As of 9/09/24: Models are now risk-neutral in the 5,400-5,500 range, due to the SPX testing 5,400 on...
por Responsyble | Sep 10, 2024 | Informe Option Levels
Macro Theme: Key dates ahead: 9/11 CPI 9/18 FOMC/VIX Exp 9/20 Huge Quarterly OPEX Key SG levels for the SPX are: Support: 5,400, 5,340 Resistance: 5,500, 5,520 As of 9/09/24: Models are now risk-neutral in the 5,400-5,500 range, due to the SPX testing 5,400 on...
por Responsyble | Sep 6, 2024 | Informe Option Levels
Macro Theme: Key dates ahead: 9/6 NFP 9/11 CPI 9/18 FOMC/VIX Exp 9/20 Huge Quarterly OPEX Key SG levels for the SPX are: Support: 5,450, 5,400 Resistance: 5,500, 5,545 As of 9/05/24: We are risk-neutral in the 5,500-5,600 range, returning to a long term...
por Responsyble | Sep 4, 2024 | Informe Option Levels
What’s Happening in the Market Today was one of the largest selloffs since 8/5, with the SPX closing -2.1% to 5,530. As per our AM note, “Below 5,590 we think the scales tilt toward the downside, with a large support zone at 5,550 – 5,440. ” So while...
