Quantitative Strategies Volatility Strategies

Explosion In 0DTE Volumes Draws Institutional Attention

Mar 15, 2023

Record volumes of zero-days-to-expiration options have started to change implied volatility dynamics and that has institutional investors sitting up and paying attention. Although the 0DTE trend is still somewhat new, only kicking off in earnest at the end of last year, U.S. exchanges see it as fueling increasing growth in short-dated options trading.

Restricted content

You must be an EQD+ subscriber to view this page. Either sign in or see below on how to request a trial.