Ah, when I said nothing burger, I meant relative the the VIX. I'm working on it manually now (VIX chart overlay). Looks like the SEP expiration happened in a VIX uptrend and that Friday marked a short term top (VIX down hard on Monday). Checking other months.

Ok, went back month by month to June so far. June Vix fell. July definitely was a nothing burger (from a VIX perspective)...even looks like it lead to a spike low. Does VIX always expire on Tuesday? If that's correct, it looks like most of the recent months a VIX uptrend started a few days leading into the expiration and ended a few days later...it does appear to be statistically significant, but that's just from eyeballing it. Would have to have the data set with the exact expiration dates over a decade or so to actually compute the significance. Also, we without a doubt know that the VIX / SPX inverse correlation is statistically significant, but I wonder if that holds true for relatively small moves that take place over a matter of days?  We see divergences all the time, and now that I think about it (warning....faulty memory again)....it seems like divergences have been common around expirations.