The VIX & O DTE Options

The VIX & O DTE Options

Update: 2023-05-15
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So far in 2023, market volatility as measured by the VIX has seemed disconnected from the whippiness we've all seen on our screens.




So why is that?




When we look at the VIX equation itself, along with the counterparty hedging that takes place on the other side of a 0 DTE trade, this disconnect becomes a whole lot clearer.




Watch the video version of this episode right here!




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The VIX & O DTE Options

The VIX & O DTE Options

James Schultz