Weekend Peek – May 11–29 Aggregate Expiry Greeks: A Regime Shift To Riskier Conditions By The May 15 OpEx
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SPX 0DTE NY AM — 6 Nov 2026: 7430 hold at the print, with 7445–7450 holds next above the 7435 cap
The print sits 1.3 points under the 7430 hold. Above the 7435 cap, the 7445 and 7450 holds lead to 7455, the largest positive GEX on the board. Support below is 7410.
SPX 0DTE Early NY Open — 6 Nov 2026: 7430 hold under the 7435 cap
7390–7455 is the range for now: 7390 is the floor, 7455 is where rallies are likely to stall. Latest: The 7430 hold under the 7435 cap.
Macro Survey, Fri 6 Nov: Options Strategy — Mixed Tenors and a Forward Positioning Map
Multi-expiry options positioning and a practical map from Friday’s 05:43 ET snapshot. The macroeconomic backdrop is in Part 1.
Macro Survey, Fri 6 Nov: Skittish Tape — Macro Background and What to Expect Going Forward
Current macroeconomic conditions and a practical watch-list into mid-November. Multi-expiry options positioning follows in Part 2.