Latest
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
Nov. 18: Today's low is "Capitulation Low" targeting 6680 - 6685; but SPX now set up for the Nov. 21 OpEx rally event
Nov. 18: Validation of SPX Aggregate Net Customer and Net Market positioning, by strike by strike analysis --- 0DTE floor likely seen or forming; bigger upside potential from here
Nov. 18: Characterization of SPX Customer Positioning, and Market Makers' Hedge Reaction Function for today's 0DTE --- structure suggests controlled, grinding descent, not collapse (capitulation?)
Nov 17: Update No. 2 -- solid floor from 6640 to 6615; wide counter-void from 6655 to 6700 says a futures rally overnight
Nov. 17: Update No. 2 -- the 6670 - 6650 VOID is now in play; the floor is 6640
Nov 17: Update No. 1 -- Break below 6700, and SPX falls through the 6695 - 6650 VOID
Nov 17: Validation of SPX Aggregate Net Customer and Net Market positioning, by strike by strike analysis -- sequential selling only above 6735 and late in the day
Nov. 17: Characterization of SPX Customer Positioning, and Market Makers' Hedge Reaction Function for today's 0DTE -- negative Gamma unleashes outsized Charm -- a sequential selling set up!
Nov. 17: Update to the MM Greek Convergence-Divergence Framework -- new SPX forecasts (Nov. 17 to Nov. 28)