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FOMC Alerts

FOMC Implied Move: What Each Daily Expiry Prices for Fed Week

Posted on October 27, 2026 by Ernie Varitimos
FOMC Alerts: FOMC implied move. Fed week priced expiry by expiry: SPY options at 10:33 AM ET on Oct. 27 priced one-session moves of 0.73% for Wednesday's Fed day, 0.71% Thursday and 0.68% Friday (our calculation). FOMC statement Wed. 2:00 PM ET, settlement 4:00 PM.

The FOMC implied move, expiry by expiry: what SPY options charge each day of Fed week, the hour-by-hour event map in ET, and the session after the Fed.

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Posted in FOMC Alerts  |  Tagged 0DTE, earnings, Fed week, FOMC, implied move, SPX options, VIX1D Leave a comment
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