So, after the cut SPY jumped to 568.69 and then returned back to normal, way above the opening price. But PUT options became even MORE expensive than at the begin of the day. I checked VIX – it's in normal, so it's not about implied volatility, but someone started really need them to buy?

    SPY 50 bp rate cut
    byu/psv0id inoptions



    Posted by psv0id

    4 Comments

    1. Actually I do not use VIX, since it is a crazy calulation based on the Spy Options. I use the
      /VX FUTURES. It is on Tos and Tasty, but of course not on buy and hold platforms such as Fidelity.

      At noon they were 18.92 now at 14.26pm 18.40

    2. DocsWithBorders on

      Yeah if you read the fomc memo you will see that real gdp is gonna decline in 2025 then slowly ramp up and into 2027

    3. Why would you use VIX and not just look at the actual IV change of the actual options you’re actually looking at?

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