0DTE Options Analysis| Inflation Coming Back? | Strong US Dollar Impact
Derek and Jay talk through the recent CBOE analysis on impact of 0DTE options. Contrary to popular belief, 0DTE options may not be causing imbalances according to the data.
ZEGA’s August 2023 Performance Numbers Release
Implied Volatility Deep Dive | Real Interest Rate Yields | The Big Short | Tesla vs Nvidia Volatilities
Derek and Jay discuss whether higher real yields are an issue for markets and how this period seems similar to the 1990’s. Then they dive into implied volatility using companies like Tesla TSLA and Nvidia NVDA.....
HiPOS Trade Update:
New HiPOS Conservative Trade Entered - Today ZEGA’s traders took advantage of the market retreat and increase in implied volatility to put on a short put credit spread roughly 10.5% OTM (Out of the money).
HiPOS Weekly Update: Performing in Sideways to Down Markets
How HiPOS Profited While the S&P 500 Index Dropped in August - The S&P 500 Index dropped -1.78% in August while our HiPOS Conservative short put spread was exited at a profit.
0 DTE Options No Problem? | Jay Powell’s Wyoming Speech Points to More Interest Rate Hikes?
Derek and Jay discuss the Bank of America piece saying maybe Goldman Sachs got 0 DTE option effects wrong. Plus, what did Jay Powell’s speech mean if anything?