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Market Measures - May 15, 2025 - Zero DTE Volatility Throughout The Day

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Manage episode 482915948 series 68544
Content provided by tastylive. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by tastylive or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://staging.podcastplayer.com/legal.
In today's discussion, Tom Sosnoff and Tony Battista dive into zero-day-to-expiration (0 DTE) trades, highlighting how implied volatility behaves throughout the trading day, often declining as expiration approaches. The duo discusses key findings from a two-year study on intraday volatility, emphasizing that regardless of the opening volatility, premiums tend to decrease rapidly as the day progresses, impacting option strategies effectively.
  continue reading

1582 episodes

Artwork
iconShare
 
Manage episode 482915948 series 68544
Content provided by tastylive. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by tastylive or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://staging.podcastplayer.com/legal.
In today's discussion, Tom Sosnoff and Tony Battista dive into zero-day-to-expiration (0 DTE) trades, highlighting how implied volatility behaves throughout the trading day, often declining as expiration approaches. The duo discusses key findings from a two-year study on intraday volatility, emphasizing that regardless of the opening volatility, premiums tend to decrease rapidly as the day progresses, impacting option strategies effectively.
  continue reading

1582 episodes

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