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Retail Volume and the 0-DTE Options Trading Frenzy

Retail Volume and the 0-DTE Options Trading Frenzy

The recent increased interest in retail option flow since the meme stock spikes during COVID has now extended to the trading of option contracts set to expire at the end of the current trading day (known as 0-DTE options). These 0-DTE options could have a subsequent...

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New Article on Valuing Options from NewMark Risk

New Article on Valuing Options from NewMark Risk

NewMark Risk has recently released an article on valuing options. In the article, NewMark provides practical differences in pricing options and their impact. The article examines two signals, Put-Call Volume Ratio and IV Spread, using data from both SpiderRock and...

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