Market Volatility Sparks Concerns Amid 0DTE Dominance  This week, the markets have been heavily influenced by 0DTE options, creating a sense of stability, at least until yesterday afternoon, as reported by various sources. The surge in trading activity drove markets to highs, but suddenly, around 2 PM to 2:30 PM, things took a turn, leading to...

Unraveling the Market Mystery: Examining the Decline in Volatility and Record-Low Skew  Over the weekend, we closely examined a significant market trend that has puzzled many in recent times: the continuous decline in implied volatility (known as VIX) along with historically low skew levels. The discussion has evolved over the past year. Initi...