FIGuring It Out: Zero Nonsense on 0DTE

Michael Green discusses the 0DTE option market with Kris Sidial of Ambrus Group

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[emcardleinvest]

Hard to believe content like this is free

[harryj]

as a livevol subscriber for option flow data, i couldnt agree more with kris on misconceptions about directionality of option transactions. for example, the chinese billionaire YONGPING DUAN shared some of his short AAPL puts transaction record on a investing social media, and after using livevol's historical flow analysis, most of the puts sold were on the ask side of the trade instead of bid, and similar transactions happens both on calls sold and puts sold. similarly, when an option is bought, sometimes they are assigned on the bid side. The condition codes also play a huge role in determining the absolute directions of such trades. Really wish there are more resources to learn about flow directionality. appreciate the video.

[edmitiu]

Very much appreciated info. Improves my understanding of daily dynamics, Thx

[odiephd]

As a 0dte $SPX trader, I have observed this behavior daily. It is really great to see it quantified.

[MarkBanister]

Brilliant thank you both so much.... fantastic analysis and an even better explanation of it.

[BadUrbanKarma]

Thank you for the walk-through and commentary. Fantastic insights.

[joyalpatel]

Two brilliant guys in the room makes chat interesting. Please bring Kris and Cem together if you can professor.

[goldspan]

This is what I did before I retired. I traded for theta.

[johnmontana]

I wonder what Kris would have said in his own words?

[jonhaddal]

Would anyone that understood this kindly share the Summary for Dummies below? 🙂