Nov. 24: Key Characterization of Customer Positioning, and Market Makers' Hedge Reaction Function for the 0DTE -- Greek data structure favors morning strength, afternoon fade Robert P. Balan 24 Nov 2025 — 2 min read
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 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