Newsig · CNBC
Bizarre volatility bet in the options pits is a head scratcher ahead of Fed rate decision
The biggest trade in options on the Cboe VIX Index Tuesday was an unusual $6 million purchase of deep, deep in-the-money-puts.
Why it matters
VIX (VIX Volatility) · Why linked: 新聞直接討論VIX指數選擇權的異常交易活動。 Market context: 看跌，有人大量買進深度價內認沽暗示防禦性佈局。
SPY (SPDR S&P 500 ETF) · Why linked: VIX與標普500呈負相關，聯準會決議前的避險行為反映對股市的擔憂。 Market context: 輕微看跌，異常避險買盤暗示市場擔憂。
How SPY usually react
This story is too recent for its own reaction record — we score each asset against the actual price move 24h after publication. These are the long-run figures across every event we have tracked for them.
| Asset | Events | Avg max move | Closed lower |
|---|---|---|---|
| SPY | 10 | +0.67% | 70% |
Curated by Newsig — News in. Signal out.
How the reaction data is measured · Editorial policy