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In this episode of Macro-To-Micro Options Power Hour from Sep 10, 2025, Samantha LaDuc and Hans Albrecht discuss how an AI-driven melt-up (supercharged by Oracle’s outsized post-earnings surge and Nvidia reclaiming the $173 level) collides with softer macro signals from PPI (falling demand, not “deflation”) and big labor-market revisions. 

They argue the market is pricing “bad news as good news” ahead of the Sep 17 FOMC (they expect a 25 bps cut) and Sep 19 options expiration, while warning that recession risk has been pulled forward even as equities stay bid with stable-to-lower yields. 

Sector-wise, they favor durable themes: gold/silver miners in strong uptrends, AI leaders, selective China internet rebound, and rate-sensitive housing/mortgage plays alongside quality fixed income, while small caps lag until positioning and skew improve. 

On tactics, they emphasize defined-risk upside (LEAPS, collars, covered calls), avoiding shorting all-time highs or selling far-OTM options into earnings, and watching flows/buyback blackout and key levels (e.g., NVDA over $173) for the next move.

Video Length: 00:53:11

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