New Webinar Series: Understanding 0DTE Options — Part 1
By Lawrence G. McMillan
0DTE (Zero Days to Expiration) options have rapidly become one of the fastest-growing areas of the options market. Trading volume in products such as $SPX, SPY, and QQQ has exploded in recent years, bringing increased attention — and controversy — to these ultra-short-term contracts.
In Part 1 of this new 2-part webinar series, Lawrence G. McMillan examines the facts, rumors, and controversies surrounding 0DTE trading. Topics include how these options behave compared to longer-term options, whether they are impacting market volatility, and how traders can use measures such as $VIX1D and True Range to better evaluate pricing and strategy selection.
The webinar also discusses:
- Gamma and delta behavior in 0DTE options
- Institutional vs. retail participation
- Buying vs. selling strategies
- Straddles, strangles, and condors
- Hedging with 0DTE options
- Margin and assignment considerations
- Practical volatility analysis using $VIX1D
Part 2 of the series will focus on practical implementation using an Excel-based framework designed to compare implied and realized volatility for 0DTE strategy selection.
Disclaimer: Investing carries risk. This is not financial advice. The above content should not be regarded as an offer, recommendation, or solicitation on acquiring or disposing of any financial products, any associated discussions, comments, or posts by author or other users should not be considered as such either. It is solely for general information purpose only, which does not consider your own investment objectives, financial situations or needs. TTM assumes no responsibility or warranty for the accuracy and completeness of the information, investors should do their own research and may seek professional advice before investing.
