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Informe Option Levels
Macro Theme: Key dates ahead: 9/27 Core PCE 8:30AM 9/30 Quarter End OPEX TLDR: We continue to maintain long positions >5,700, and would flip to neutral if the SPX goes <5,700. We expect more chop today, with eyes remaining on time & price: 5,750 &...
Informe Option Levels
Macro Theme: Short Term SPX Resistance: 5,320 (SPY 530) Short Term SPX Support: 5,265 SPX Risk Pivot Level: 5,265 Major SPX Range High/Resistance: 5,320 (SPY 530) Major SPX Range Low/Support: 5,000 For the week of 5/13 we see several catalysts, which should...
Inicio de una nueva posición
Informe Option Levels
Macro Theme: Short Term SPX Resistance: 5,100 Short Term SPX Support: 5,000 SPX Risk Pivot Level: 5,000 Major SPX Range High/Resistance: 5,100 Major SPX Range Low/Support: 4,800 ‣ 5,100-5,116 (SPY 510) is the likely high into next weeks 5/1 FOMC. We...
Nuevo ajuste. Metemos más deltas positivas y theta
Informe Option Levels
Macro Theme: Short Term SPX Resistance: 4,900 Short Term SPX Support: 4,850 SPX Risk Pivot Level: 4,800 Major SPX Range High/Resistance: 5,000 Call Wall Major SPX Range Low/Support: 4,800 ‣ We look for a sharp directional move post-FOMC & into 2/16...
Nuevo ajuste. Subimos la delta posicitva y metemos más theta
Informe Option Levels
Macro Theme: Short Term Resistance: 4,400 Short Term Support: 4,240 Risk Pivot Level: 4,325 Major Range High/Resistance: 4,400 Major Range Low/Support: 4,200 ‣ We target a market move <4,300 by 9/29, and would be stopped out on this view with a close...
Salimos de la posición con beneficios
Nuevo ajuste. Al seguir subiendo META de nuevo cortamos las deltas positivas por si vuelve a bajar
Informe Option Levels
Futures have contracted back to the 4000 level. Critical support below lies at the 3950 Put Wall, and a break of that level suggests a rapid test of the 3900 level. Resistance above remains at 4020, followed by 4050. The 4000-4010 (SPY400) area remains the large...