Ultra Short-Dated Spreads
The research shows that ultra short-dated option spreads, specifically zero-day-to-expiration SP 500 Index iron condors, provide a reliable advantage that can be scaled for fund deployment, especially when entered just before market close.
Featured in No. 93 on 16 Apr 2025 · 3 days after release
- Released
- 13 Apr 2025
- First featured
- No. 93 · 16 Apr 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 5215849
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