by 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...
by 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...
by Responsyble | Sep 3, 2024 | Informe Option Levels
Macro Theme: Key dates ahead: 8/30 PCE 9/18 FOMC 9/20 OPEX Large short term SPX support at 5,550, which may limit downside into 9/3. There is a pocket of negative gamma >5,650, which implies quick upside into 5,700. Key SG levels for the SPX are: Support:...
by Responsyble | Ago 30, 2024 | Informe Option Levels
Macro Theme: Key dates ahead: 8/30 PCE 9/18 FOMC 9/20 OPEX Large short term SPX support at 5,550, which may limit downside into 9/3. There is a pocket of negative gamma >5,650, which implies quick upside into 5,700. Key SG levels for the SPX are: Support:...
by Responsyble | Ago 28, 2024 | Informe Option Levels
Macro Theme: Key dates ahead: 8/28 GDP, NVDA earnings 9/18 FOMC 9/20 OPEX Index Vols are elevated due to upcoming NVDA earnings, which makes this a key directional trigger into September. Key SG levels for the SPX are: Support: 5,600, 5,580, 5,550...
