Market Impact of 0DTE Options
The increased trading of SP 500 index options that expire on the same day reduces stock market volatility due to market makers' intraday rebalancing of the index.
Featured in No. 55 on 3 Jul 2024 · 16 days after release
- Released
- 17 Jun 2024
- First featured
- No. 55 · 3 Jul 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 6
- Identifier
- SSRN 4881008
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