Zero DTE Options

References:

• What Are 0DTE Options? Learn the Basics

• A Primer on 0DTE Options - Bocconi University***

• What Are 0DTE Options? Complete Trading Guide***

• 0DTE SPY vs SPX Options: 7 Differences for Choosing*****

• Understanding Zero DTE Options*****

  • • What Are Zero DTE Options?

    • The Greek Dynamics: Gamma and Theta

    • How Zero DTE Options Affect The Market

    • Zero DTE and Volatility

• When Two SPX Expirations Collide: What Happens Every Third Thursday at 3:45 pm? ******

• Position IV: A Comprehensive Overview of Multi-Leg Implied Volatility for 0DTE SPX

• Vidéo:

  • Exploring 0DTE Options 

  • 0 DTE vs 1 DTE Options | Zero Days to Expiration Crash Course 

• Zero-day contracts become dominant force in S&P 500 options market

• Le butterfly  0 DTE : analyse des risques et des opportunités potentielles d’une stratégie d’option à court terme

• 0DTE Options: 7 Strategies And When To Use Them

• The Broken Vix 

• Book: Option Volatility and Pricing 

Papers: 

• GoogleScholar 

  • • Arbitrage-Free Construction of Volatility Surfaces in the Ultra-Short Tenor Regime: Applications to 0DTE Options and Stable Greeks Extraction

    • QRH+ The Quadratic Rough Heston+ Model for Short-Dated Options

    •  Edgeworth++, Ultra-short-term volatility surfaces

    • Differential Machine Learning for 0DTE Options with Stochastic Volatility and Jumps

    • Deep hedging 0DTE options

    • Differential Machine Learning for 0DTE Options with Stochastic Volatility and Jumps