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Dec. 2: Key Characterization of Customer Positioning, and Market Makers' Hedge Reaction Function for the 0DTE -- today is directionless from MMs Greeks perspective.
The Weekly Crossroads: Dec 2 - 8, 2025 Multi-Day Projections -- Bullish Drift Meets OpEx Volatility
Dec 1: Update No. 2 -- large positive CEX from 6845 to 6855 hampers the rally; CEX +41 at 6850 likely caps SPX into NY close
Dec 1: Update No. 1 -- From here, open lane to 6880; fade ceiling moves up to 6880 - 6885 in the PM session
Dec 1: Key Characterization of Customer Positioning, and Market Makers' Hedge Reaction Function for the 0DTE -- if 6810 - 6805 holds in the AM trade, bounce to 6840-6850 likely before fade
Dec 1: Important Pre-NY open outlook for the 0DTE -- if 6810-6805 magnet/floor gives way, it may be Void cascade dynamics until 6750
Nov. 28: Validation of SPX Aggregate Net Customer and Net Market positioning, by strike by strike analysis -- 6840 magnet/cap is solid in shortened 0DTE today
Nov. 28: Key Characterization of Customer Positioning, and Market Makers' Hedge Reaction Function for the 0DTE -- Greek structure favors sellers during the late session
Nov. 26: Validation of SPX Aggregate Net Customer and Net Market positioning, by strike by strike analysis -- 6825 - 6835 zone won't break today
Nov. 26: Key Characterization of Customer Positioning, and Market Makers' Hedge Reaction Function for the 0DTE -- grind higher into 0DTE expiry
Nov. 25: Update No. 2 -- from 6755 to 6785 - 6800 zone, it's open highway; 6750 now a floor
Nov 25: Update No. 1 -- 6755 is a magnet and cap, but if taken out, we are off to the races!