Options Event-Risk Calendar

Know which scheduled market-moving events land before your option expires. Enter your expiration dates, or just ask for the next N monthly expirations. You get one row per event per expiration: CPI, jobs report, PPI, GDP, PCE, retail sales, FOMC decisions and minutes, and Treasury auctions, plus monthly and quarterly opex, VIX settlement and NYSE holidays. Each row shows the exact time in ET, an impact tier, days and trading days before expiration, and a link to the official source.

• Official sources only: U.S. Bureau of Labor Statistics (BLS), Bureau of Economic Analysis (BEA), Census Bureau, Federal Reserve Board and U.S. Treasury (TreasuryDirect, with Fiscal Data as a fallback). It reads the agencies' own published calendar files and pages. There's no third-party calendar scraping and no API key.
• Computed by rule: standard monthly expiration (3rd Friday, or the prior trading day when that Friday is a holiday), quarterly "quad witching", VIX settlement Wednesdays, and NYSE holidays and 1:00 PM early closes.
• Alert mode: schedule it daily and get only events that are new or moved. Moved rows show the old time.
• Robust: if one agency is down, the run warns and continues with the rest. Error rows are never written, so you're never charged for a failure.
• No consensus forecasts and no actual values. Those are proprietary or released later. This Actor tells you when, not what.

Educational, not advice. This is a scheduling tool for education and research. It isn't investment, trading or tax advice, and it isn't an offer or recommendation to buy or sell any security or option. Agencies can reschedule releases, and exchanges can close unexpectedly. Always confirm critical dates on the official source linked in each row.

Quick start

1. Leave every field at its default and click Start. You get events for the next 2 monthly expirations at medium impact or higher.
2. Or enter your own expirations, e.g. ["2026-11-20", "2026-12-18"], and set Minimum impact to high for a short list.

Example inputs

Next two monthly expirations, high-impact only, labelled SPY:

{ "nextMonthlyExpirations": 2, "minImpact": "high", "ticker": "SPY" }

A specific weekly and monthly expiration, inflation + jobs + FOMC only:

{ "expirations": ["2026-11-06", "2026-11-20"], "eventTypes": ["inflation", "employment", "fomc"], "minImpact": "medium" }

Plain calendar (no expirations) for a date range, everything:

{ "nextMonthlyExpirations": 0, "fromDate": "2026-11-01", "toDate": "2026-11-30", "minImpact": "low" }

Daily alert of new or moved high-impact dates (run on a schedule):

{ "nextMonthlyExpirations": 3, "minImpact": "high", "alertMode": true, "stateStoreName": "my-macro-alerts", "windowMode": "sincePreviousExpiration" }

Example output row (real run, October 17, 2026)

{
  "event": "Consumer Price Index", "category": "inflation", "impact": "high", "agency": "BLS",
  "datetimeET": "2026-11-10T08:30:00-05:00", "dateET": "2026-11-10", "timeET": "08:30", "allDay": false, "timeConfirmed": true,
  "referencePeriod": null, "notes": null,
  "expiration": "2026-11-20", "daysBeforeExpiration": 10, "tradingDaysBeforeExpiration": 8, "ticker": "SPY",
  "sourceUrl": "https://www.bls.gov/schedule/news_release/bls.ics", "infoUrl": "https://www.bls.gov/schedule/news_release/",
  "fetchedAt": "2026-10-17T13:46:33.047Z", "changed": null, "changeStatus": null, "previousDatetimeET": null,
  "eventId": "BLS|c26d524f-228b-46e9-b00e-fdbec26d68af"
}

RUN_SUMMARY (in the default key-value store) lists windows, rows matched and written, and each source's status.

Worked examples (real runs, October 17, 2026)

1. "What could move SPY before the Nov 20 monthly?" (expirations: ["2026-11-20"], minImpact: "high"). 6 rows:

When (ET)	Event	Days / trading days before exp
Wed Oct 28, 2:00 PM	FOMC rate decision & statement (Fed)	23 / 17
Thu Oct 29, 8:30 AM	GDP advance estimate, Q3 2026 (BEA)	22 / 16
Thu Oct 29, 8:30 AM	Personal Income and Outlays / PCE, Sep (BEA)	22 / 16
Fri Nov 6, 8:30 AM	Employment Situation (BLS)	14 / 10
Tue Nov 10, 8:30 AM	Consumer Price Index (BLS)	10 / 8
Tue Nov 17, 8:30 AM	Advance retail sales, Oct (Census)	3 / 3

2. December quad witching window. With nextMonthlyExpirations: 2 and the default medium impact, the Dec 18, 2026 window also includes the Dec 8–9 FOMC with projections (2:00 PM ET Dec 9), the Dec 10 CPI, the Thanksgiving closure (Nov 26), the Dec 16 VIX settlement and the Dec 18 quarterly expiration itself (daysBeforeExpiration 0).

3. Iron condor seller, short weekly. Set expirations: ["2026-11-06"] and minImpact: "high". If the jobs report row shows daysBeforeExpiration: 0, the event lands on expiration day.

How the impact tiers work

Tiers are editorial: they reflect how much index implied volatility usually reacts.

• High: CPI, Employment Situation, FOMC decisions, GDP advance estimate, Personal Income & Outlays (PCE), advance retail sales, quarterly (quad witching) expiration.
• Medium: PPI, JOLTS, Employment Cost Index, later GDP estimates, housing starts, new home sales, durable goods, trade balance, FOMC minutes, 2-year-and-longer nominal Treasury note and bond auctions, monthly opex, VIX settlement, NYSE full-day holidays.
• Low: everything else the agencies publish, including bills, TIPS and FRN auctions, regional data and early closes.

Window modes and cost control

• fromStart (default): each expiration's window starts at the start date. An event before two expirations appears twice, each row with its own days-before count.
• sincePreviousExpiration: windows don't overlap, so each event appears once and you get fewer rows.
• maxResults caps the rows written in a run. minImpact, eventTypes and sources cut rows too.

Use with AI agents and MCP

This Actor is built to be called by agents through the Apify MCP server. Add xprm-llc/options-event-risk-calendar as a tool.

• Good prompts: "List high-impact U.S. macro events before my Dec 18 SPX expiration", "Is CPI before or after my Nov 20 options expire?", "Alert me if any FOMC or CPI date moves."
• Minimal call: {"expirations": ["2026-12-18"], "minImpact": "high"}. Rows are flat JSON with ISO datetimes that include the ET offset, so they're easy to reason over.
• Tips for agents: use windowMode: "sincePreviousExpiration" to avoid duplicate events, and read RUN_SUMMARY.sourcesFailed before concluding that no event exists.
• Pairs with Options Strategy Calculator: check event risk first, then size the trade.

Data sources and terms

Source	What	Access
BLS	Economic news release schedule (iCalendar)	Public domain U.S. government work. Requests identify the Actor in the User-Agent, as BLS asks
BEA	Release schedule (iCalendar)	Public domain U.S. government work
Census	Economic indicator calendar (yearly list page)	Public domain U.S. government work
Federal Reserve Board	FOMC meeting calendar	Public Board website
U.S. Treasury	TreasuryDirect upcoming auctions API, Fiscal Data upcoming auctions API (fallback)	Official open APIs, no key
Rules	Opex, VIX settlement, NYSE holidays	Computed in code (no data source)

Each source is fetched once per run, so it adds negligible load. The Actor doesn't use FRED or any commercial calendar.

FAQ

Does it include consensus forecasts or actual numbers? No. Forecasts are proprietary, and actual values arrive at release time. This Actor is a when-and-how-big schedule.

Does it include company earnings or ex-dividend dates? No. No official government source publishes forward earnings dates. Use the ticker field as a label and pair it with your own earnings data.

How accurate are the dates? They're exactly what each agency publishes at fetch time. Agencies sometimes reschedule, for example during a government shutdown. Use alert mode to catch moves.

Why is a Treasury time marked timeConfirmed: false? Treasury hasn't announced that auction yet, so the row shows the standard competitive close: 11:30 AM ET for bills and FRNs, 1:00 PM ET for notes, bonds and TIPS.

Are unscheduled market closures included? No. Rule-computed holidays cover the regular NYSE schedule only. Special closures, such as national days of mourning, can't be predicted.

What happens if an agency site is down? That source is skipped with a warning and listed in RUN_SUMMARY.sourcesFailed. The other sources still return rows. If every requested source fails, the run fails and nothing is charged.

How far ahead does it go? As far as each agency has published. BLS and BEA usually cover the current year and part of the next, Census covers the current and next calendar year, the Fed lists the next year's meetings, and Treasury announces auctions one to two weeks ahead.

What do I pay? $0.003 per event row plus $0.00001 per run start. The default run (2 monthly expirations, medium+) is about 55–60 rows, roughly $0.17. A high-impact-only run for one expiration is about 6 rows, under $0.02. Invalid input and failed sources produce no rows and no charge.

Is BLS CPI's reference month shown? BLS's calendar file doesn't include it, so referencePeriod is null for BLS rows. BEA and Census rows include it.

Pricing

Pay per event: $0.003 per event row (default dataset item) plus $0.00001 per Actor start. You pay only for rows delivered.