por Responsyble | Oct 17, 2024 | Informe Option Levels
Macro Theme: Key dates ahead: 10/18 OPEX 5,875 is peak positive gamma, and major resistance this week. We look for VIX expiration on 10/16 to mark a period of higher equity volatility, as VIX Exp & 10/18 OPEX clear out short vol/positive gamma positions....
por Responsyble | Oct 16, 2024 | Informe Option Levels
Macro Theme: Key dates ahead: 10/16 VIX Exp 10/18 OPEX 5,875 is peak positive gamma, and major resistance this week. We look for VIX expiration on 10/16 to mark a period of higher equity volatility, as VIX Exp & 10/18 OPEX clear out short vol/positive gamma...
por Responsyble | Oct 15, 2024 | Informe Option Levels
Macro Theme: Key dates ahead: 10/16 VIX Exp 10/18 OPEX 5,875 is peak positive gamma, and major resistance this week. We look for VIX expiration on 10/16 to mark a period of higher equity volatility, as VIX Exp & 10/18 OPEX clear out short vol/positive gamma...
por Responsyble | Oct 10, 2024 | Informe Option Levels
Founder’s Note: Thu, October 10, 2024 at 6:48 AM ET Macro Theme: Key dates ahead: 10/9 FOMC Mins 10/10 CPI 10/18 OPEX Key SG levels for the SPX are: Support: 5,745, 5,720, 5,700 Resistance: 5,800, 5,825 As of 10/7/24: Long with close >5,720 Risk-off on...
por Responsyble | Oct 9, 2024 | Informe Option Levels
Macro Theme: Key dates ahead: 10/9 FOMC Mins 10/10 CPI 10/18 OPEX Key SG levels for the SPX are: Support: 5,720, 5,700, 5,600 Resistance: 5,750, 5,775, 5,800 As of 10/7/24: Long with close >5,720 Risk-off on a break <5,700 QQQ: Support: 485 Resistance:...
