This week there will be an expiration of large volumes in SPY. On June 17th, over 3.5 million put options will expire.
US Market Forecast. May 2022
02.05.22
I will wait for the $400 level in SPY and watch the volumes as the price approaches this level. You also need to follow the news from Russia. If there is news of mobilization on May 9th, then it is quite possible to move to the level of $380 and below in SPY. Plus, we are watching the decision of the Federal Reserve on interest rates.
Forecast for the US market for the second half of April 2022
11.04.22
In my opinion, the fuel for the broad trending moves in the US market over the next two weeks will be volume in SPY put options with an expiration date of April 14th. The next large volume puts will expire on May 20th and June 17th. By April 14th, 3 million put options should be expiring in SPY:
In an option series expiring on April 14, the ratio of puts and calls is as follows:
Medium-term options selling in the US market. April 2022.
The break in publications was due to the fact that in January-February I was creating software for analyzing open interest in options, and at the end of February there was no time for work. I hope that I can get back to work.
Even though the post is called a mid-term sell, I opened a directional trade in SPY on March 29th and bought a 450/449 put spread in SPY with an expiry date of April 14th. In principle, it would be possible to sell, for example, the 480th calls. I was waiting for the price to approach the 462-465 range and move down from there to about the 450 level. At the level of 450, a zone of increased volatility can be expected.
Open Interest in SPY options on March 29th:
Medium-term options selling in the US market. January 2022.
Medium-term options selling in the US market. December 2021.
Medium-term options selling in the US market. November 2021.
15.11.21.
TSLA. Short put vertical, Dec 17, 590/570
Medium-term options selling in the US market. October 2021.
FB. Short put vertical, Oct 29, 270/250.
Attention! Wait for days of high volatility! Days like September 22nd, October 4th on Facebook. I opened a position on September 22nd.
Pairs for May 2021
Pairs for trading on the US stock market for May 2021.
V*200-MA*100. Asset Correlations 0.87, p-value 0.03.
V-MA Rolling 120-day Correlation:
KEY*400-HBAN*500. Asset Correlations 0.93, p-value 0.03.
Pairs for April 2021
Pairs for trading on the US stock market for April 2021.
LILA*100-LILAK*100. Asset Correlations 0.99, p-value 0.02.
KEY*400-HBAN*500. Asset Correlations 0.95, p-value 0.01.