We recently published a performance review of at-the-money (ATM) NDX straddles with between one and five days left to expiration. One finding was that consistent sellers of 3-Day, 4-Day, and 5-Day NDX ...
Short dated or daily index options have taken the world by storm. Nasdaq-100 (NDX) index options are one of just a handful of markets with daily expirations. The process behind rolling out daily NDX ...