Beyond the Basics I: Understanding 0DTE Positions

At some point in time, every listed option has zero days to expiration remaining. But certain aspects of 0DTE positions can be unique compared to options with more time left to expiration. This rebroadcast from the OIC webinar program will provide an overview of the concept of 0DTE options.

(11:06) - The Steps Towards Daily Expirations
(15:15) - Sensitivity of Options as Time Passes
(19:03) - Gamma of Options over Time
(24:14) - Vega of Options over Time
(27:29) - Delta of Options over Time
(31:44) - Move Comparison