Mission S.
Authentic. Consistent. Timeless.
A glimpse into the future - shaped by our heritage. Mid-engine architecture. A focus on the driver and the driving experience.
Call it a love letter.
$SPX $ES_F $NQ_F Premarket
· Red overnight led by tech with $SPY at -0,25%, $QQQ at -1,14%, $IWM at +0,15% and $DIA at +0,37%
· Futures with $ES at -0,25%, $NQ at -1,14%, $RTY at +0,16%, $YM at +0,41%, $GC at +1,67% and $CL at +0,25%
· Vol bid with $VIX at 17,48 (+3,62%), $VXN at 22,68 and $VVIX at 94,45 from yesterday's close, long-vol products bid with $UVXY at +1,86%, $VIXY at +1,15%, $VXX at +1,28% and $SVIX at -0,82%
· Macro day : Core PPI MoM out at 0,7% against 0,3% exp, PPI YoY out at 6,3% against 5,4% exp, Philly Fed at 20,9 against 28 exp, Goolsbee at 16h00 and Hammack at 22h30
$SPX Map
· Spot at 7696 just under our balance at 7700
· Upside : reclaiming our balance opens our 7750/7765 zone with straddle ceiling just under at 7737 and extension at 7800
· Downside : 7665 is our first test under our balance on a short cluster, losing it opens our 7630/7615 zone with straddle floor just above at 7655 and extension at 7585
· Charm supportive from 7700 up to 7765 : boundary starts just under our balance and evolves down so even a selloff to 7650 sees decay lean back toward our balance late in the day
· Gamma long across map at ~$4,5B per 1% : short pocket only opens around 7650 so stability fades under our test into close
· 0DTE Straddle at $40,9 against $38,85 yesterday : pricier session after PPI
Interpretations are mine | Datas from @VolSignals
$SPX
Séance à sens unique après la publication du CPI, open RTH sur notre balance puis perte directe de notre test pour traverser notre zone downside puis rebondir sur notre extension du jour
J'ai trouvé le $NQ très lisible tout au long de la descente sur les différents niveaux, le -1 & Put.S0 a offert une belle opportunité baissière sans grand risque, c'est clairement comme ça qu'il faut les jouer
Avec un straddle 0DTE ouvrait à $28,1 pour environ 97 points parcourus sur la session RTH sous un jour de catalyseur montre clairement que le marché a clairement misprice la session, à demain!
$SPX $ES_F $NQ_F Premarket
· Green overnight led by tech with $SPY at +0,34%, $QQQ at +0,74%, $IWM at +0,27% and $DIA at +0,06%
· Futures with $ES at +0,30%, $NQ at +0,69%, $RTY at +0,23%, $YM at +0,08%, $GC at +1,07% and $CL at -0,22%
· Vol quiet with $VIX at 15,22 (-1,23%), $VXN at 21,98 and $VVIX at 87,68 from yesterday's close, long-vol products offered with $UVXY at -1,44%, $VIXY at -1,03%, $VXX at -1,16% and $SVIX at +1,03%
· Macro day : University Michigan Sentiment and 1Y/5Y Inflation Expectations at 16h00, Trump hosts Columbus Day event at 17h00, Collins at 22h00
$SPX Map
· Spot at 7790 under our balance at 7800
· Upside : our balance is first then test at 7805 on short cluster, clearing it opens our 7830/7845 zone with extension at 7870
· Downside : losing our magnet at 7770 opens our 7745/7730 zone
· Charm suppressive from 7730 up to balance at 7800 : supportive above it into our 7830/7845 zone with a pocket around 7745/7765 in afternoon so decay pulls us away on both sides late in the day
· Gamma long across map : short pockets only open late above our 7805 test so stability fades around our balance into close
· 0DTE Straddle at $27,15 against $29,4 yesterday : cheaper session
Interpretations are mine | Datas from @VolSignals