by Responsyble | Oct 29, 2024 | Informe Option Levels
Macro Theme: Key dates ahead: 11/1 PMI 11/6 Election 11/7 FOMC We remain long of equities while SPX >5,800, and neutral <5,800. Currently we do note see a material negative gamma SPX position until <5,700, suggesting a lack of strong “risk...
by Responsyble | Oct 25, 2024 | Informe Option Levels
Macro Theme: Key dates ahead: 11/6 Election 11/7 FOMC We remain long of equities while SPX >5,800, and neutral <5,800. Currently we do note see a material negative gamma SPX position until <5,700, suggesting a lack of strong “risk off”...
by Responsyble | Oct 23, 2024 | Informe Option Levels
Macro Theme: Key dates ahead: 10/24 Jobless Claims 11/6 Election 11/7 FOMC We remain long of equities while SPX >5,800, and neutral <5,800. Currently we do note see a material negative gamma SPX position until <5,700, suggesting a lack of strong...
by Responsyble | Oct 22, 2024 | Informe Option Levels
Macro Theme: Key dates ahead: 10/24 Jobless Claims 11/6 Election 11/7 FOMC We remain long of equities while SPX >5,800, and neutral <5,800. Currently we do note see a material negative gamma SPX position until <5,700, suggesting a lack of strong...
