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0DTE Options Take Over As Volume Share Hits Record
If markets feel choppy to you, it's not your imagination.
And if that chop seems awkward, or difficult to reconcile given very subdued realized volatility, that's not your imagination either.
Finally, if you suspect the proliferation of 0DTE options (and everything that goes along with them from an intraday behavioral perspective) might be a contributing factor to what often feels like incessant "churn," that's not your imagination.
There's been a "notable jump" in intraday equities volatilit
Ah yes, capital markets, bringing investors and entrepreneurs together.
I’m far past the maximum age limit to sit on the dealer side through relentless daily options expirations. But it might be fun unless it’s all machine versus machine now.
Feels like the stall before…?
I just wonder if the 0 day phenomenon is artificially suppressing realized vol. And should we see a couple days in a row that wipes out the 0 day players, I wonder if we see a realized vol pop up out of it.
Stability being followed by instability and all.
Possible volpocalypse 2.0?