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Is There a Market for Zero Days to Expiration Options?
Karen Bannock is annoyed that Duncan slacked us an hour before we were supposed to start saying hey guys. Goldman has his chart looking at the distribution of S&P 500 notional volume by maturity for options and under 24 hours Look at this. This has to be impacted in the market in some way, which is way above my pay grade But don't you think that is a pretty good chart with all like the gamma Stuff who's trading these is this high frequency traders? Let's just tease it We had another Karen Bannock moment last night and they're happening on more and more frequency.