Macro Theme: Key dates ahead: 7/3: NFP 7/4: July 4th (market closed) 7/16: Earnings Start 7/30: FOMC June OPEX Playbook: Update 6/30 (Looking past todays roll): Due to the large negative SPX gamma above, we will be looking to play long equity calls into the holiday...

Macro Theme: Key dates ahead: 7/2: Jobless Claims 7/3: NFP 7/4: July 4th (market closed) June OPEX Playbook: Update 6/30 (Looking past todays roll): Due to the large negative SPX gamma above, we will be looking to play long equity calls into the holiday weekend,...

Macro Theme: Key dates ahead: 6/30: Quarterly OPEX 7/1: Powell Speaking 9:30AM, ISM 10AM 7/3: NFP 7/4: July 4th (market closed) June OPEX Playbook: Update 6/30 (Looking past todays roll): Due to the large negative SPX gamma above, we will be looking to play long...

Macro Theme: Key dates ahead: 6/30: Quarterly OPEX 7/1: Powell Speaking 9:30AM, ISM 10AM 7/3: NFP 7/4: July 4th (market closed) June OPEX Playbook: Update 6/30 (Looking past todays roll): Due to the large negative SPX gamma above, we will be looking to play long...

Macro Theme: Key dates ahead: 6/27: PCE 6/30: Quarterly OPEX June OPEX Playbook: Update: 6/27: We think implied volatility will have a brief uptick on Monday as quarter end hits and the JPM collar trade & its related positions expire/roll off. With that we think a...

Macro Theme: Key dates ahead: 6/26: Jobless Claims, GDP 6/27: PCE 6/30: Quarterly OPEX June OPEX Playbook: Update 6/25: The apparent resolution of the Middle East conflict put a bid into stocks, which has rendered the JPM Call for 6/30 irrelevant. SPX vols have since...

Macro Theme: Key dates ahead: 6/25: Powell Testimony 6/26: Jobless Claims, GDP 6/27: PCE 6/30: Quarterly OPEX June OPEX Playbook: Update 6/25: The apparent resolution of the Middle East conflict put a bid into stocks, which has rendered the JPM Call for 6/30...

Macro Theme: Key dates ahead: 6/24: Powell Testimony 6/25: Powell Testimony 6/26: Jobless Claims, GDP 6/27: PCE 6/30: Quarterly OPEX June OPEX Playbook: Update 6/20: Post OPEX and into Monday 6/30 we are looking for the SPX to move to 5,900 and revolve around that...

Macro Theme: Key dates ahead: 6/24: Powell Testimony 6/25: Powell Testimony 6/26: Jobless Claims, GDP 6/27: PCE 6/30: Quarterly OPEX June OPEX Playbook: Update 6/20: Post OPEX and into Monday 6/30 we are looking for the SPX to move to 5,900 and revolve around that...

Macro Theme: Key dates ahead: 6/20 OPEX 6/30 Quarterly OPEX June OPEX Playbook: Update 6/20: Post OPEX and into Monday 6/30 we are looking for the SPX to move to 5,900 and revolve around that strike. Given that, we will be looking to enter into put flies for next week...

Macro Theme: Key dates ahead: 6/18 FOMC + VIX Expiration 6/19 Juneteenth - Market Closed 6/20 OPEX 6/30 Quarterly OPEX June OPEX Playbook: Update 6/16: 5,900 is likely support in through 6/30 even with a negative FOMC reaction. Given that, we are now giving edge to...

Macro Theme: Key dates ahead: 6/18 FOMC + VIX Expiration 6/19 Juneteenth - Market Closed 6/20 OPEX 6/30 Quarterly OPEX June OPEX Playbook: Update 6/16: 5,900 is likely support in through 6/30 even with a negative FOMC reaction. Given that, we are now giving edge to...