Robert P. Balan

Monday (Jan 5) recap + Tuesday (Jan 6) outlook; updated framework for Jan 16 Option Expiry

Jan 5 0DTE Intraday Update No. 2 -- Capped at 6925, heavier towards 6890 at the NY close

Jan 5 0DTE Intraday Updates: No 1 -- it's just past NY lunch time; MM selling pressure now dominant

Jan 5: neutral to bullish in early NY trade (6925 - 6935), but fade rallies in the PM trade (CEX down pressure)

Weekend Preview: Friday (Jan 2) Recap + Monday (Jan 5) Greek Structure Transformation

Jan 2: 0DTE Closing Dynamics -- possible drift to 6800 - 6830 at NY close

Jan 2 Intraday Updates: No 3 -- neutral to bullish to 6850

Jan 2: The danger window is still here; look to fade rallies; weak voids above 6875 (can't hold)

Dec 31: some buying pressure from JHEQX "bridge" until late PM, but today, all 0DTE Greeks are negative

SPX Options Structure: Significant Risks During Dec 31 - Jan 2; 2025 -- A Systematic Framework for Navigating The Jan 16 Options Expiry

Dec 30: Update No. 1 -- positive GEX at 6900 has become even larger -- NY 0DTE close today at 6900 or lower

Dec 30: after a brief stay at 6900, the MMs will prioritize 6925 next