FDA Watch

1-day return distribution (event days)

Straddle proxy: mean P&L vs. straddle cost (% of spot, 2-day move)

Event day vs. normal day: |move| by cap band

P(|move| > threshold) event vs. control

Largest moves

Current snapshot: implied event move vs. historical realized (same cap band)

IV premium ratio into the event (liquid names, all snapshots)

Implied vs. realized move (events that have resolved)

Jobs

Catalysts by source