The Advisor's Option 124: A Historic Look at Zero DTE Options
The Options Insider Radio Network
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The Zero Day Explosion Has Changed the Game of Large Index Options
SIBO, the ADV for SPX options with zero days to expiry increased 83% throughout 2022 and comprised nearly half. 43% of overall SPX volume in 2022. If you pull up SPX right now, I guarantee you, of the top 20 contracts that are trading in SPX today, all of them will be zero day. They will be this stuff. So it has changed the game in a lot of fundamental ways.
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