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 ...

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 ...

An option gives traders the right, but not the obligation, to trade the underlying asset that it is linked to. Whether the underlying asset moves up or down in value, an options straddle is a trading ...