SPX down 1.0% on CPI day, 2.3x the 43 bps 0DTE straddle priced move, SpotGamma says

SpotGamma notes the 0DTE straddle was priced at 43 bps for CPI day, while the S&P 500 is down 1.0% from Tuesday's close, 2.3x the priced move, with most of the afternoon still remaining.

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