11 min listen
Market Measures - July 2, 2024 - Trading the Close with 0 DTEs
Market Measures - July 2, 2024 - Trading the Close with 0 DTEs
ratings:
Length:
21 minutes
Released:
Jul 2, 2024
Format:
Podcast episode
Description
Tom Sosnoff and Tony Battista discuss zero-day to expiration (0DTE) trading strategies, highlighting that due to low implied volatility (IV) in SPX (<10%), making profitable trades is difficult. They analyze a study showing 0DTE strangles initiated at 11 AM and noon either closed for profit or rolled. Results indicate closing trades yields better results than rolling, with high win percentages but considerable risks. They also mention upcoming "Geeks" event highlights and tastylive's sessions at the CBOE.
Released:
Jul 2, 2024
Format:
Podcast episode
Titles in the series (100)
Options Jive - June 5, 2024 - From Price to Volatility A Deep Dive into IV Correlation by The tastylive network