Friday’s 8:30 a.m. ET Employment Situation report has the potential to be the biggest bond-market catalyst since Jackson Hole, yet the options market is pricing a contained move. A look at SPX term structure, fixed strike vol, and dealer gamma ahead of the print.
interest rates
Jackson Hole 2026: What the Options Market Expects
SPY forward IV prices Jackson Hole as a non-event, but CTAs are stretched short Treasuries and SPX gamma flips near 7780 — an asymmetric setup into Friday.
Subscriber Q&A: RHO, How Interest Rates Impact Options
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How Changes in Interest Rates Impact Options Prices: A Comprehensive Guide to “RHO”
Understanding the dynamics of options pricing is essential for anyone delving into the world of options trading. Among the various factors affecting options prices, changes in interest rates play a significant role. In this article, we’ll break down the relationship between interest rates and options prices, and how to navigate this complex landscape. The Basics […]