paulpauper 21 days ago

I wonder if someone can use zero-day options to profit off this. With so little time value left, even a small move in the last 10 minutes can entail big profit.

  • TacticalCoder 21 days ago

    It works for zero days sellers too: sell 0DTE 30 minutes after open (it's hectic too during the first 30 minutes), rebuy 30 minutes before close.

    If "increasingly only 10 (minutes before close) matter", then the methods used to price 0DTEs shall need to be updated.