Rise of Zero-Day Options With CBOE: All Options Considered

16/10/2023 18 min
Rise of Zero-Day Options With CBOE: All Options Considered

Listen "Rise of Zero-Day Options With CBOE: All Options Considered"

Episode Synopsis

In this edition of the All Options Considered podcast, BI's Chief Global Derivatives Strategist Tanvir Sandhu is joined by Mandy Xu, Head of Derivatives Market Intelligence at CBOE. They address concerns over zero-days-to-expiry options (0DTEs), the typical users and common strategies traded. Other topics include the lack of reactivity of the VIX to market declines and dispersion trading.

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