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What is 0DTE Options Trading and Market Volatility about?

This paper investigates the influence of Zero-Day-to-Expiration (0DTE) options trading on stock market volatility, revealing that a one standard deviation increase in 0DTE trading volume results in a 10.40% increase in volatility. The research indicates that retail investors, who dominate 0DTE trading, contribute to this heightened volatility due to their speculative trading behavior. The findings suggest that 0DTE options trading negatively impacts market efficiency, with the trading volume for these optio

Author

lathe.27.array

Language

EN