by Responsyble | Oct 21, 2024 | Informe Option Levels
Macro Theme: Key dates ahead: 10/24 Jobless Claims 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...
by Responsyble | Oct 18, 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....
by 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....
by 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...
by 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...
