CPI days = volatility, not direction.
Pulled 32 inflation prints (Feb '24 to Oct '26) across 8 tickers. Here's what the data shows:
6 of 8 saw bigger-than-average intraday swings on CPI release
All 8 posted gains the day after on average
$SPY was up 18 of 32 CPI days — coin flip, same as any random session
Next CPI: Tuesday 8:30 AM ET
$SPY structure: 730 put wall, 750 call wall, negative gamma for the next 4 weeks. That's a setup for whippy price action if vol picks up.
Small sample = educational context, not a forecast. The lesson: CPI expands range and follow-through favors bulls historically, but day-of direction is random. Trade the structure, not the headline.
Pulled 32 inflation prints (Feb '24 to Oct '26) across 8 tickers. Here's what the data shows:
6 of 8 saw bigger-than-average intraday swings on CPI release
All 8 posted gains the day after on average
$SPY was up 18 of 32 CPI days — coin flip, same as any random session
Next CPI: Tuesday 8:30 AM ET
$SPY structure: 730 put wall, 750 call wall, negative gamma for the next 4 weeks. That's a setup for whippy price action if vol picks up.
Small sample = educational context, not a forecast. The lesson: CPI expands range and follow-through favors bulls historically, but day-of direction is random. Trade the structure, not the headline.
