Goldman Sachs Derivatives Research team recommend buying options to position for FOMC-day volatility.
SPX options are pricing a +/-1.1% move for FOMC day, in-line with the average realized move seen during the last 4 FOMC events.
Goldman Sachs Derivatives Research team recommend buying options to position for FOMC-day volatility.
SPX options are pricing a +/-1.1% move for FOMC day, in-line with the average realized move seen during the last 4 FOMC events.
