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US cash open and option expiry

  • Fair value opens: $SPX: 4,252.1 (-0.7%); $DJIA: 33,554 (-0.6%/-207pts); $NDX: 13,502.7 (-0.5%)
Also note we have August expiry on Friday.

Notable OI pre open:

  • 4200c 31k
  • 4200p 19.5k
  • 4250c 15.1k
  • 4250p 7.5k
  • 4300c 15.2k
  • 4300p 7.9k
  • 4350c 10.7k
  • 4400c 14.4k

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