The financial markets have experienced strong volume growth in the short- dated index option arena. This paper explores the performance of short-dated index options versus the subsequent price move in ...

Recently, we published a study exploring the behavior of short-dated straddles using Nasdaq-100 (NDX) options. That write up may be found here A Deep Dive Into Short Dated at-the-Money NDX Straddles.

Options trading continues to thrive and shows no signs of slowing down, as seen when 2024 set another record for options volume. While lists of the best and worst stock performers are readily ...

The risk with options straddles and options strangles is limited Options straddles and options strangles are two advanced options strategies that can be used to capitalize on changes in implied ...