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SpotGammaJan 15, 2025 at 04:21 pm
Interesting $SPX prices ahead of CPI:
Today's straddle is a lofty $65/1.1% (ref 5,845, IV 33.5%) - certainly a higher price than we've seen in recent memory 
Friday's SPX PM straddle is $94/1.6% with an IV of 22% - seems like a discount to the crowded 0DTE I think we could 
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EXEenjoyer.exeJan 15, 2025 at 04:17 pm
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