IV discrepancy

Discussion in 'Trading' started by misterkel, Feb 10, 2023.

  1. One of my weakest points is following the news.
    Example:
    IV on spy for Monday's options is 12.7% (low because of the weekend discount, I know.)
    IV for Tuesday is 23%.
    Obviously, there is some upcoming event, likely the Fed.
    But the fed calendar ( https://www.federalreserve.gov/newsevents/calendar.htm ) doesn't show anything as a trigger for mon a/n - Tues.

    Is there a list of (Fed especially) announcements / meetings that one can get, especially one that includes analysis of IV / HV impact? (I'd pay a small monthly fee for that, if it exists.)

    What events have the biggest effect on IV?
    Interest rate announcements for now, I think.
    Anyway, any insight Fedpros and Newspros can offer is appreciated.
     
  2. newwurldmn

    newwurldmn

    CPI on 2/14 morning.
     
  3. I saw that, but I wouldn't think CPI would move the needle THAT much. Funds rate seems a LOT more pertinent.
    I guess so though!
     
  4. newwurldmn

    newwurldmn

    Fed funds rate is dictated by inflation rate (CPI and PPI)
     
  5. Don't forget the chicken bones!
     
  6. newwurldmn

    newwurldmn

    the fed is literally raising rates to make CPI lower. You would think the CPI measurement would be important.
     
    ET180, M.W. and destriero like this.