0DTE Options, Fixed Strike Vol and the Impact of Options Expirations with Brent Kochuba скачать в хорошем качестве

0DTE Options, Fixed Strike Vol and the Impact of Options Expirations with Brent Kochuba

Welcome to Excess Returns, where our goal is to make you a better investor. If you enjoy this video, please like and subscribe to get more videos like it and to help us reach more investors like you. There has been a lot going on in the options world that is impacting the stock market. The use of 0DTE (0 days to expiration) options has risen dramatically in recent months, options expirations have continued to be significant market moving events and an end of month trade by a JP Morgan fund many investors haven't heard of has also been a significant market driver. We also have a major options expiration coming up this week that might have significant implications for the market. With everything going on in the options world, we thought it would be a great time to bring back our friend and options expert Brent Kochuba. Brent is the founder of SpotGamma and has been our go to resource to understand how what is going on in options is impacting the overall market. We cover all the issues above and get Brent's take on what they might mean for investors. He also shares some great charts with us to help us better put everything into context. 00:00 - Intro 02:22 - What are 0DTE options and what do they mean for the market? 07:06 - Who are the primary users of 0DTE options? 09:22 - Is 0DTE use taking away from options in further out expirations? 10:25 - Does the rise in 0DTE option use increase tail risk for the market? 14:58 - How long-term investors should think about the rise of 0DTE options 16:22 - What does the VIX measure? 19:00 - Does the rise in 0DTE option use distort the VIX? 22:15 - What is fixed strike vol? 28:21 - What Brent looks at to measure volatility 30:36 - Is rising volatility in an up market a warning sign? 33:29 - What Brent is seeing in this week's options expiration 36:36 - What are the common characteristics of market moving options expirations 39:06 - Why the options expiration flip trade has stopped working 46:23 - What Brent is seeing in individual name options 52:55 - What is the JP Morgan collar trade? 01:00:55 - What the JP Morgan trade means for investors MORE ABOUT SPOTGAMMA https://www.spotgamma.com FOLLOW BRENT ON TWITTER   / spotgamma   SEE LATEST EPISODES https://www.validea.com/excess-return... FIND OUT MORE ABOUT VALIDEA https://www.validea.com FIND OUT MORE ABOUT VALIDEA CAPITAL https://www.valideacapital.com FOLLOW JACK Twitter:   / practicalquant   LinkedIn:   / jack-forehand-8015094   FOLLOW JUSTIN Twitter:   / jjcarbonneau   LinkedIn:   / jcarbonneau