Same Move, Different Delta
Compare how a single $5 underlying move affects options with different durations. OIC instructor Mat Cashman shows how a 0DTE call can return 400% on the same move that delivers 50% to a 30-day option.
0:00 Introduction: Same Move, Different Delta
0:21 Zero DTE: 50 Delta, 15¢ Gamma
0:45 10-Day Option: 5¢ Gamma (1/3rd of Zero DTE)
1:08 Same $5 Move Up Across All Three
1:35 Price Changes: $5.02, $6.70, $9
2:16 Percentage Gains: 400%, 90%, 50%
2:45 $100K Premium: How Many Can You Buy?
3:20 Systemic Risk Concerns
3:44 Same Move, Different Results
Register to view the complete 0DTE Options – The Move to Shorter Duration Options and What It Means for Risk webinar: https://bit.ly/4wWNFAw
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