FICC Focus
FICC Focus
Bloomberg Intelligence
Rise of Zero-Day Options With CBOE: All Options Considered
18 minutes Posted Oct 16, 2023 at 10:57 am.
0:00
18:13
Download MP3
Show notes

In this edition of the All Options Considered podcast, BI's Chief Global Derivatives Strategist Tanvir Sandhu is joined by Mandy Xu, Head of Derivatives Market Intelligence at CBOE. They address concerns over zero-days-to-expiry options (0DTEs), the typical users and common strategies traded. Other topics include the lack of reactivity of the VIX to market declines and dispersion trading.