SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility at 20 into FOMC decision
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BTIG Explains Market Action During March Volatility Option Expiry Events
March 22, 2023 10:43 AM EDTBTIG Explains What Has Happened During Other March VIX Expiry Events.
BTIG analyst Jonathan Krinsky comments "While all eyes are obviously, and rightly, on the FOMC today, its worth noting that the VIX had a monthly (March) expiration this morning. Focus on expiration is usually for options on Fridays, but when looking at VIX expirations (Wednesdays), they have often... More
