por Responsyble | Sep 23, 2024 | Informe Option Levels
Macro Theme: Key dates ahead: 9/26 GDP 9/30 Quarter End OPEX We’re looking for OPEX-related price consolidation as call-heavy positions adjust, which could extend into Monday. <5,700 we flip from net long to neutral. <5,650 we flip from neutral to...
por Responsyble | Sep 20, 2024 | Informe Option Levels
Macro Theme: Key dates ahead: 9/20 Huge Quarterly OPEX Following FOMC, we see equities in a negative gamma stance, which implies upside volatility may remain. SPX 5,750 & IWM 230 are the major upside levels into 9/20 OPEX. Into Friday/Monday OPEX may...
por Responsyble | Sep 19, 2024 | Informe Option Levels
Macro Theme: Key dates ahead: 9/20 Huge Quarterly OPEX Following FOMC, we see equities in a negative gamma stance, which implies upside volatility may remain. SPX 5,750 & IWM 230 are the major upside levels into 9/20 OPEX. Into Friday/Monday OPEX may offer...
por Responsyble | Sep 18, 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: 5,620, 5,600, 5,500...
por Responsyble | Sep 17, 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: 5,620, 5,600...
