Aug
26
0DTE & Volatility, from Peter Ringel
August 26, 2025 |
The abysmal Volatility last Monday, 18 August, and the dead stop last Tuesday, EOD, were attributed by some to 0DTE. A little back on Spec List, papers were posted, showing this Volatility suppression effect by 0DTE options and their market makers.
I know it is just the latest holy grail traders flog to. Quite a few websites are offering subscriptions for the data. So, I was surprised to find it for free on Barcharts – the EOD version:
Steve Ellison adds:
Important information, thanks. Jeff Clark said on a podcast that 68% of all S&P 500 option contracts are 0DTE.
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