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Jan 8: SPX 6910 is where all the Greeks turn hostile -- watch this level carefully towards 0DTE close
Triple whammy day (Jan 9) negative dynamics sets up the road to the Jan 16 OpEx
Jan 7 0DTE Update No. 2: Greek structure has shifted from "binary gate" to "prison"
Jan 7 0DTE Intraday Update No. 1: SPX caught between two GEX magnets, but secondary Greeks tilt the direction UP
Jan 7: a binary set-up early -- 6940-6950 zone is the gate. whichever side breaks first, MMs amplify that direction
Jan 6: 0DTE Intraday Update No. 2 -- bullish impulse but pinned at 6950 for the NY close
Jan 6: 0DTE Intraday Update No. 1 -- Neutral-Still Bearish for now (6905 - 6890)
Jan 6 Update: some nuances for today's 0DTE (early weakness, lower buy-dips opportunity); Jan 16 OpEx framework remains positive
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
Dec 29: Intraday Update No. 3 --(Judgment Call) -- NY 0DTE trade probably close at 9810 - 9815
Dec 29: Update No. 2 -- the trading range has considerably narrowed: 6905 - 6885-6875 zone
Dec 29: Update No. 1 -- new positioning tilts the bias to the downside; new SPX centroid=6900
Dec 29: With positive 0DTE aggregate GEX, we expect range-trade between 6930 - 6885, with upward bias