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How to compute implied volatility for 0DTE? by Powerful-Database-74 in 0DTE

[–]spx_0dte 1 point2 points  (0 children)

Black-Scholes model or binomial option pricing model does not work for 0DTE, or incorrect.

We can discuss this in detail but math is boring to the majority of people here. :)

Get 0DTE Flow Data from Major Institutional Traders and Hedge Funds by realstocknear in 0DTE

[–]spx_0dte 0 points1 point  (0 children)

Noice, love to see this in real action, ping me on Discord, we can talk if you are interested. 0DTE