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Zero Days Till Expiration Products - Arusha Paris, Portfolio Manager
John Sutter and Arusha Paris talk about the zero days till expiration products. The CBOE uses options that are two weeks, three weeks or four weeks into the future in its VIX calculation. If you're sitting at home trading short or zero time till expiration options, you're probably over 30 on the VIX. That presents a lot of problems because you don't have much time.