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 off"...

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" positioning....

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" positioning....

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 "risk...

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 "risk...

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 "risk...

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...

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....

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....

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...

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...

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...