From Eric Wallerstein @WSJ: “Nomura’s Charlie McElligott on 0DTE options: Volumes aren’t inherently a sign of apocalypse: flow can exacerbate […]
0DTE
The Impact & Risk of 0DTE Short Dated Options Volume
SpotGamma was one of the first analysts to flag the rise of ultra short-dated options (dubbed “0DTE”) volumes in the […]