[Live Registration] Exploring SPX 0DTE: Market Events, AI & the H2 2026 Outlook
Hey Tigers，Hello everyone — Selina here.
Thank you for Tiger brokers having me for this live.
A lot of you have asked me about $S&P 500(.SPX)$ 0DTE options. How they work. Why they've exploded. Whether they're "dangerous" or just "different."
The short answer: they're the most significant structural change in options markets since the introduction of weeklys. And if you're trading equities — even if you never touch an option contract — you need to understand how 0DTE flow affects the stocks you own.
Here's the thing:
I've spent over a decade inside this market. At Cboe, I built the analytics, wrote the research, and sat in the rooms where regulators asked "what's actually happening here?" Now I run Han Insights, and my job is to translate that institutional knowledge into something you can use.
In this livestream, I'm going to walk you through:
→ The 0DTE Event Playbook — How FOMC, CPI, and jobs reports create intraday volatility, and how to read option pricing before the number hits
→ What the Market Is Actually Pricing — Why the reaction matters more than the headline, and how to spot when positioning is dangerously one-sided
→ H2 2026: The AI Reckoning — The easy AI trade is over. Infrastructure, semis, and actual revenue are what matter now. I'll show you what the flow data says about where smart money is rotating
This isn't a sales pitch. This is me sharing the analytical framework I wish someone had handed me when I started.
One more thing:
I love Q&A. Come with your questions — about 0DTE, about macro, about whether AI stocks have more room to run. I'll answer as many as I can.
📅 [Date] July 10th SGT
@ [Time] 10-11:00 AM
🔗 Reserve your spot: Understanding SPX 0DTE Market Events, AI and the H2 2026 Outlook
Looking forward to seeing you there.
— Selina
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