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 29: With positive 0DTE aggregate GEX, we expect range-trade between 6930 - 6885, with upward bias
Dec 26: Update No. 1 -- void concentration below (6930 - 6925) and positive CEX zone (6935 - 6950) runs the risk of continuing decline in 0DTE PM trade