Quantitative Strategies Volatility Strategies
0DTE Mean Reversion Is Crushing Intraday Volatility, SpotGamma Says
Jun 25, 2024
Brent Kochuba, founder of the index and equity option research company SpotGamma, said mean reversion in zero days to expiration option contracts is essentially crushing intraday volatility and causing less market movement on an intraday basis.
Restricted content
You must be an EQD+ subscriber to view this page. Either sign in or see below on how to request a trial.
Get access now
Request access today
Questions? Need access for multiple users?
Contact eqdplus@eqderivatives.com