Probability Map February 22

Meta Strategy Derivatives Portfolio – Probability Map Update.

— Updated February 26, pre-market —
— Updated February 25, pre-market —
— Updated February 24, pre-market —
— Updated February 23, pre-market —

This week, I provide an overview of how traders can take advantage of liquidity flows in equity markets that are being driven by the price-insensitive buying and selling of options market makers.

As 35% of SPX gamma exposure expired on Friday, this opens a window of potential weakness beginning this week. I tilted my portfolio exposure short in anticipation of a higher probability for a break of key support.

As usual, I map my current data-driven estimates of the probabilities for future returns of the S&P 500 over the short, medium, and long term.

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