S&P Dep Receipts (SPY) option implied volatility comes in after FOMC decision

SS&P Dep Receipts (NYSE: SPY) December call option implied volatility is at 28 compared to 34 prior to FOMC announcement, January is at 21; compared to its 52-week range of 7 to 34. Call put ratio 1 call to 1.2 puts with focus on December 258 calls and December 257 puts.

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