How do events affect options pricing?

Events like earnings, Fed meetings, and product launches inject uncertainty that inflates implied volatility for expirations spanning the event. Options pricing reflects this through elevated straddle prices, steeper skew (more demand for puts as protection), and term structure kinks (the event expiration has higher IV than adjacent expirations). After the event resolves, IV typically collapses as uncertainty is removed.

How do Fed meetings impact options prices?

Fed meetings primarily affect index and rate-sensitive stock options. IV rises heading into the meeting as the market prices uncertainty about rate decisions and forward guidance. The VIX term structure often shows a bump at the meeting-week expiration. After the announcement, IV normalizes — gradually if the decision was expected, or sharply if there's a surprise. Trading the vol compression after benign Fed outcomes is a common institutional strategy.

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