SPY—
Free · PublicUpdated hourly · last close Nov 12

Catalyst Radar

Every scheduled event that can move SPX and XSP, scored by how much it has actually moved the index over the past 7 years. See the size of today's and this week's expected move before the bell.

SPX last close
7,592 -0.35%
Next major catalyst
Jobs report (NFP)
Fri, Dec 4 · 8:30 AM ET
 
This week's expected move
±86
SPX pts · 1σ · 1.14%
7,506 – 7,679
Peak day this week
A quiet week. No day stands out.
Volatility regime
VIX 18.7
71th pct (1y) · Downtrend
Realized is 2.9 vol pts above VIX
Pro

Live social catalyst scan

Pro scans StockTwits chatter on SPX, SPY and the mega-caps for unscheduled catalysts (tariffs, Fed speakers, chips) and summarizes what's heating up.

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Daily catalyst forecast

Score 0–100 · the expected move is 1σ in SPX points, weighted by each day's catalysts

Friday, November 13
Quiet1.00× a typical day
1σ expected move
±86 pts (1.14%)
68% range
7,506 – 7,679
95% range
7,420 – 7,765
1σ per contract
$8,640

Ranges are centered on the last close. The ×100 multiplier applies to both SPX and XSP.

PPI producer prices8:30 AM ETOfficial release calendar

Wholesale inflation and a preview of CPI and PCE components. A big surprise matters most when it lands the day before or after CPI.

Moves SPX 1.00× a typical dayAvg move 0.85%Closed green 57%n = 98
  • ›Check how close it sits to CPI. Back-to-back inflation prints compound the move.

What actually moves SPX

7.8 years of SPX · each day's move scaled to the volatility of the 20 days before it · 1.00× = a typical day

FOMC rate decision days move SPX 1.24× a typical day, while CPI days, despite the hype, come in at 1.04×. Days with nothing scheduled run at 0.97×.

FOMC rate decision
1.24×
Jobs report (NFP)
1.15×
Month-end rebalance
1.13×
PCE inflation
1.09×
Jobless claims
1.05×
CPI inflation
1.04×
PPI producer prices
1.00×
VIX expiration
1.00×
GDP
0.98×
Quad witching + S&P rebalance
0.98×
JOLTS job openings
0.95×
Monthly OPEX
0.95×
Quarter-end rebalance
0.95×
Retail sales
0.94×
FOMC minutes
0.93×

Impact blends the close-to-close move and the true range (including the opening gap), shrunk toward 1.00× for small samples. Mega-cap earnings use a fixed weight, since no free source has their historical report dates.

5-week radar

Tier 1 and tier 2 catalysts, by the session they hit

  1. Fri
    Nov 13
    PPI producer prices8:30 AM
  2. Tue
    Nov 17
    Retail sales8:30 AM
  3. Wed
    Nov 18
    Earnings: NVDA9:30 AM
  4. Fri
    Nov 20
    Monthly OPEX9:30 AM
  5. Wed
    Nov 25
    PCE inflation8:30 AM
    GDP8:30 AM
  6. Fri
    Dec 4
    Jobs report (NFP)8:30 AM
  7. Wed
    Dec 9
    FOMC rate decision2:00 PM
  8. Thu
    Dec 10
    CPI inflation8:30 AM
  9. Tue
    Dec 15
    PPI producer prices8:30 AM
  10. Wed
    Dec 16
    Retail sales8:30 AM
Tier 1 Tier 2

SPX vs XSP on catalyst days

Same index, same catalysts. XSP is 1/10 the size, so a smaller account can hold a position through CPI or FOMC. Every move on this page converts exactly: divide SPX points by 10.

SPXXSP
Size~$759,240 notional~$75,924 notional
PriceS&P 500 index1/10 of SPX
StyleEuropean, cash-settledEuropean, cash-settled
ExpirationsEvery weekday (SPXW)Every weekday
Tax (US)Section 1256: 60/40Section 1256: 60/40
LiquidityDeepest index options bookThinner. Use limit orders

How the radar works

  1. Detect. Economic release dates come from the official agency calendars (via FRED). FOMC dates come from the Fed. OPEX, quad witching, VIX expiration and month-end are computed from exchange rules. Mega-cap earnings dates come from a live feed. A social scan of StockTwits index streams flags unscheduled catalysts when a topic suddenly dominates the chatter.
  2. Measure. For every past occurrence, SPX's move is divided by the volatility of the 20 days before it. That shows which events actually add movement and which are just noise.
  3. Predict. VIX (18.7) sets the total move the options market expects over the next month. The measured impacts then spread that total across the calendar, so catalyst days get more of it and quiet days get less.

Data: SPX FMP · VIX daily close · refreshed hourly. Also available as JSON at /api/catalysts.

Put the radar to work

Make today's Daily Call, compare notes with the Floor on catalyst days, and get a push before the big prints.

Catalyst Radar is an educational tool, not investment advice. Expected moves are statistical 1σ estimates (about a 68% range) and are exceeded regularly. Past event reactions do not guarantee future ones. Options, especially 0DTE options, can lose their full value quickly.