Options with zero days-to-expiration (0DTE) have surged in popularity the last couple of years, and new tastylive research highlights the potential benefits and risks associated with short 0DTE options strategies
When VIX hits an extreme, options traders often seek to pair cheap and expensive volatility against each other using a strategy known as “volatility arbitrage.”
Options and futures are unique because unlike many other securities these derivatives have finite lives, and therefore specific expiration dates.
When trading options, investors and traders have a plethora of data at their disposal to assist with trade analysis, including Implied Volatility Rank and Implied Volatility Percentile.