JPM notes steady small funds activity in SPY 0DTE amid market flux

Published 28/04/2025, 18:16
JPM notes steady small funds activity in SPY 0DTE amid market flux

On Monday, JPMorgan highlighted the consistent engagement of small funds in SPY 0DTE options throughout recent market volatility. According to the firm’s derivatives strategist, macro systematic strategies have significantly reduced their leverage in U.S. equities, leaving limited room for further de-leveraging by Volatility Targeting strategies. However, the strategist anticipates a cautious re-leveraging once market conditions stabilize and suggests that Commodity Trading Advisors (CTAs) might increase their U.S. equity holdings if the market experiences a modest rally.

The strategist recommended hedging strategies against the potential unwinding of U.S. market dominance and repatriation risks. These include limited-loss options to capitalize on the performance of international Developed Markets (DM) over U.S. equities and high-leverage options based on simultaneous declines in U.S. equities, Treasuries, and the U.S. dollar.

The report also noted a decrease in implied earnings volatility following a period of eased trade and Federal Reserve rhetoric, which contributed to a market rally in the preceding weeks. With corporate earnings surpassing expectations and stocks showing smaller post-earnings movements, JPMorgan suggests levered call switches on defensive versus cyclical sectors, as well as specific options strategies on companies like AMD (NASDAQ:AMD) and ANET compared to their industry counterparts, to leverage their fundamental views into the earnings season. According to InvestingPro data, ANET, with its substantial market cap of $97.81 billion, has demonstrated strong momentum with a 15.13% return over the past week. The company maintains robust financials with a current ratio of 4.36 and impressive revenue growth of 19.5% over the last twelve months.Want deeper insights? InvestingPro offers 15+ additional premium tips and comprehensive analysis for ANET, available through their Pro Research Report.

Furthermore, the derivatives strategist pointed out that SPX 0DTE option volumes declined after Liberation Day, with a continued muted supply of gamma, while retail and small funds’ activity in SPY 0DTE remained unchanged during the market turbulence. The report also touched on the Russell 2000 index, which is trading near peak levels of autocallable vega, indicating that a sell-off below a certain threshold could trigger a significant market reaction. For investors seeking to navigate this volatility, InvestingPro provides advanced market analysis tools and portfolio ideas to help identify opportunities across various market conditions.

Lastly, the strategist mentioned that despite the recent market sell-off, product knock-outs are expected to slow, with most products maintaining a substantial percentage cushion before their knock-in put barriers are activated, mitigating immediate re-hedging risks. Looking ahead, ANET’s analyst consensus remains bullish, with targets ranging from $55 to $145 per share, and the company is expected to report earnings in 8 days on May 6, 2025.

In other recent news, Arista Networks (NYSE:ANET) has seen a variety of analyst assessments and strategic developments. Evercore ISI adjusted its price target for Arista Networks from $130 to $100 while maintaining an Outperform rating, citing a robust position to surpass low revenue expectations and a potential for growth in enterprise networking. Despite this adjustment, Evercore ISI remains optimistic about Arista’s ability to meet its $750 million back-end AI revenue target. Meanwhile, UBS upgraded Arista Networks from Neutral to Buy, raising the price target to $115, driven by a positive outlook on data center capital expenditures and promising key metrics from the last quarter.

JPMorgan continues to support Arista Networks with an Overweight rating and a $140 price target, highlighting the potential for earnings to exceed current consensus in 2025. The firm added Arista to its Analyst Focus List, emphasizing expected revenue growth driven by increased Ethernet adoption in AI data centers. Additionally, Evercore ISI reiterated its $130 price target and Outperform rating, even amid executive departures, underscoring the importance of CEO Jayshree Ullal and CFO Ken Duda to the company’s success.

The emergence of Nexthop AI, a new networking startup led by former Arista COO Anshul Sadana, also presents a new competitive element in the industry. Evercore ISI plans to monitor Nexthop AI’s strategic positioning, as it could impact Arista’s market dynamics. Despite these changes, analysts remain generally positive about Arista Networks’ future prospects.

This article was generated with the support of AI and reviewed by an editor. For more information see our T&C.

Latest comments

Risk Disclosure: Trading in financial instruments and/or cryptocurrencies involves high risks including the risk of losing some, or all, of your investment amount, and may not be suitable for all investors. Prices of cryptocurrencies are extremely volatile and may be affected by external factors such as financial, regulatory or political events. Trading on margin increases the financial risks.
Before deciding to trade in financial instrument or cryptocurrencies you should be fully informed of the risks and costs associated with trading the financial markets, carefully consider your investment objectives, level of experience, and risk appetite, and seek professional advice where needed.
Fusion Media would like to remind you that the data contained in this website is not necessarily real-time nor accurate. The data and prices on the website are not necessarily provided by any market or exchange, but may be provided by market makers, and so prices may not be accurate and may differ from the actual price at any given market, meaning prices are indicative and not appropriate for trading purposes. Fusion Media and any provider of the data contained in this website will not accept liability for any loss or damage as a result of your trading, or your reliance on the information contained within this website.
It is prohibited to use, store, reproduce, display, modify, transmit or distribute the data contained in this website without the explicit prior written permission of Fusion Media and/or the data provider. All intellectual property rights are reserved by the providers and/or the exchange providing the data contained in this website.
Fusion Media may be compensated by the advertisers that appear on the website, based on your interaction with the advertisements or advertisers
© 2007-2025 - Fusion Media Limited. All Rights Reserved.