One of the benefits of multiple option expirations in the index option space is the ability to pinpoint expectations around significant economic events. This Friday (June 7), the Bureau of Labor ...
The options market is priced for a one-day post earnings move in Tesla's stock that would be slightly bigger than usual over the longer term, but less than its more recent moves. An options strategy ...
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 ...
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