Latest
Nov. 24: Validation of SPX Aggregate Net Customer and Net Market positioning, by strike by strike analysis -- 6700 is not out of the equation
Nov. 24: Key Characterization of Customer Positioning, and Market Makers' Hedge Reaction Function for the 0DTE -- Greek data structure favors morning strength, afternoon fade
Nov 21 (OpEx): Update No. 2 -- 6630 (60%) or 6650 (30%) --- the likely destinations of the PM expiry, with 3-1/2 hrs to go
Nov 21 (OpEx): Update No. 1 -- 6585 now becomes primary target; 6610 still a possibility, but lesser odds now
Nov. 21 (OpEx): Validation of SPX Aggregate Net Customer and Net Market positioning, by strike by strike analysis --- 6545 - 6540 magnet/floor, and 6600-6615 primary magnet/cap; PM settlement likely at upper magnets
Nov 21 (OpEx Day): Customers' fears after yesterday's SPX massacre, ironically creating today's Market Makers' "buy the dip" hedge imperatives
Nov. 20: Update No.1 -- a case of "good news" taken by the market as "bad news"; Nov 21 OpEX still configured for Market Makers' buying to hedge
Nov. 20: Validation of SPX Aggregate Net Customer and Net Market positioning, by strike by strike analysis --- 0DTE ceiling forming at 6780 - 6785; 6750-6745 in play thereafter
Nov. 20: Key characterization of SPX Customer Positioning, and Market Makers' Hedge Reaction Function for the 0DTE --- likely higher in NY AM session; hard selling at near-close
Nov. 19: Update No. 1 -- 6620 is 0DTE solid floor, SPX now set to navigate through the VOID, with DEX and CEX battling each other
Nov. 19: Validation of SPX Aggregate Net Customer and Net Market positioning, by strike by strike analysis --- 0DTE ceiling forming at 6690 - 6700
Nov. 19: Key characterization of Customer Positioning, and Market Makers' Hedge Reaction Function for the 0DTE -- wide cage range (base-building), and late day CEX sell-off
