Macro Theme: Key dates ahead: 7/15: CPI 7/16: VIX Exp, Earnings Start 7/30: FOMC July OPEX Playbook: Update 7/10: Call skews are getting quite elevated and so we are looking to ~1-month sell call skew in select names - most notably SPY. Check Compass for other names....

Macro Theme: Key dates ahead: 7/15: CPI 7/16: Earnings Start 7/30: FOMC July OPEX Playbook: Update 7/10: Call skews are getting quite elevated and so we are looking to ~1-month sell call skew in select names - most notably SPY. Check Compass for other names. We will...

Macro Theme: Key dates ahead: 7/15: CPI 7/16: Earnings Start 7/30: FOMC July OPEX Playbook: Update 7/10: Call skews are getting quite elevated and so we are looking to ~1-month sell call skew in select names - most notably SPY. Check Compass for other names. We will...

Macro Theme: Key dates ahead: 7/9: FOMC Mins 7/10: Jobless Claims 7/15: CPI 7/16: Earnings Start 7/30: FOMC July OPEX Playbook: Update 7/8: Watch the second half of July as a possible turning point/change in bullish trend: 7/15 CPI, 7/18 OPEX, 7/30 FOMC & 8/1...

Macro Theme: Key dates ahead: 7/9: FOMC Mins 7/10: Jobless Claims 7/15: CPI 7/16: Earnings Start 7/30: FOMC July OPEX Playbook: Update 7/8: Watch the second half of July as a possible turning point/change in bullish trend: 7/15 CPI, 7/18 OPEX, 7/30 FOMC & 8/1...

Macro Theme: Key dates ahead: 7/9: FOMC Mins 7/10: Jobless Claims 7/15: CPI 7/16: Earnings Start 7/30: FOMC July OPEX Playbook: Update 7/8: Watch the second half of July as a possible turning point/change in bullish trend: 7/15 CPI, 7/18 OPEX, 7/30 FOMC & 8/1...

Macro Theme: Key dates ahead: 7/9: FOMC Mins 7/10: Jobless Claims 7/15: CPI 7/16: Earnings Start 7/30: FOMC June OPEX Playbook: Update 7/7: We think the SPX holds the 6,250-6,300 area this week, and short dated IV's like contract sharply (ref 15% ATM IV). Next week...

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...