S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest
All About 0DTE Options
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Key Takeaways - What are 0DTE Options?
How much options volume is 0DTE?
Below is an up to date chart which displays the percentage of options volume that is 0DTE across the SPX, SPY, QQQ and NDX.
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Expert commentary packed with proprietary key levels, major support and resistance targets, and market analysis on major 0DTE news.
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How Can You Monitor 0DTE Options Trading?
SpotGamma HIRO allows traders to monitor 0DTE, short dated options trading in real time. HIRO reveals exactly when and where our models detect large 0DTE options activity.
0DTE options volume is impactful because it has a high level gamma. Gamma is a way of measuring an options sensitivity to underlying price moves. Gamma can also be seen as a way to measure options market maker hedging requirements. As the price of the underlying stock shifts, some 0DTE options may have rapid, exponential changes in price. When this occurs, these options may require larger hedging flows which may result in market makers buying, or selling, large shares of stock.
What are the risks of 0DTE Options Trading?
SpotGamma detailed the risks of 0DTE back in October of 2022, after we noticed that large, 0DTE call volume was driving markets higher, discussed in depth in the video below.
SpotGamma 0DTE Analysis Featured in Major Media
SpotGamma has been a leader in 0DTE, short dated options volume analysis. We have been quoted on the topic in such publications as the Wall Street Journal, Bloomberg, Reuters and MarketWatch.
If you're in the Media looking for 0DTE commentary or analysis, please get in touch with us at media@spotgamma.com.
Learn More About 0DTE with SpotGamma
Below is the most up-to-date content and analysis published by SpotGamma regarding 0DTE.
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Expert commentary packed with proprietary key levels, major support and resistance targets, and market analysis.
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Subscribe to the industry's #1 platform delivering daily expert analysis to unveil:
Proprietary market levels
Bullish or bearish stocks
Hidden trading risks
