The macro events most likely to move the market and spike implied volatility — Fed decisions, CPI, jobs, PCE, GDP and ISM — for the next two weeks. Times are ET.
The macro events most likely to move the market and spike implied volatility — Fed decisions, CPI and jobs reports, GDP, PCE and ISM — for the next two weeks. Pulled live; times are ET.
Scheduled macro releases are volatility events: implied vol tends to build into them and collapse right after (a "vol crush"), which can gut a long 0DTE option even when you're right on direction. The 8:30 AM ET prints (CPI, jobs, PCE) and the 2:00 PM Fed decisions are the ones that move index options most. Many scalpers stand aside through the first minutes of a major print, then trade the reaction once the dealer map re-forms. NoVo flags the regime shift live on the dealer map.
NoVo maps how dealer positioning re-forms after a print — the regime shift that defines the reaction — live on SPY / QQQ / IWM, with one-click entry and automated exits.
See the live dealer map →Market data on this page is delayed and provided for general information only — it is not financial advice or a recommendation to trade. VIX/VXN/RVX are ~15-minute delayed (CBOE); index values use E-mini futures. Options trading involves significant risk of loss. © 2026 NoVo Options Trading.