1-Day Nasdaq-100 At-the-Money Straddle Performance Analysis

Short-dated index option trading has expanded significantly over the past few years, with the majority of activity concentrated in contracts expiring the current day or the next. The article frames this as a shift in market structure/flow rather than a specific earnings, policy, or macro catalyst.

Analysis

Short-dated index option trading has expanded significantly over the past few years, with the majority of activity concentrated in contracts expiring the current day or the next. The article frames this as a shift in market structure/flow rather than a specific earnings, policy, or macro catalyst.