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August 5: Pre-NY Market ES and SPX Variance in Curated Call and Put Premia

Robert P. Balan

05 Aug 2026 — 1 min read
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SPX 0DTE NY PM — 27 Oct 2026: 12-point slip leaves the print between the 7705 and 7725 holds

12-point slip leaves the print between the 7705 and 7725 holds. The print at 7716.98 sits in the middle of the 7705–7730 zone, falling since the 12:08 ET note. Strongest hold: 7730 (+54.5), 13.0 points above.

lock-1 By Robert P. Balan 27 Oct 2026

SPX 0DTE Late NY AM — 27 Oct 2026: 15-point climb lands on the 7730 hold under the 7735 cap

15-point climb lands on the 7730 hold under the 7735 cap. The print at 7729.3 presses the upper edge of the 7720–7730 zone, rising since the 11:06 ET note. Strongest hold: 7750 (+99.6), 20.7 points above.

lock-1 By Robert P. Balan 27 Oct 2026

SPX 0DTE NY AM — 27 Oct 2026: 29-point climb leaves the print between the 7705 and 7720 holds as 7695 caps the 7690 hold

29-point climb leaves the print between the 7705 and 7720 holds as 7695 caps the 7690 hold. The print at 7714.47 sits in the middle of the 7690–7750 zone, rising since the 10:05 ET note.

lock-1 By Robert P. Balan 27 Oct 2026

SPX 0DTE Early NY Open — 27 Oct 2026: 7705 caps the 7700 hold

7705 caps the 7700 hold. The print at 7685.29 presses the upper edge of the 7650–7700 zone, flat since the 08:23 ET note.

lock-1 By Robert P. Balan 27 Oct 2026

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