Jan 6 Update: some nuances for today's 0DTE (early weakness, lower buy-dips opportunity); Jan 16 OpEx framework remains positive
Jan 5: neutral to bullish in early NY trade (6925 - 6935), but fade rallies in the PM trade (CEX down pressure)
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