PremiumAhead Of Tomorrow's $2.8 Trillion OpEx, Retail Investors Have Never Traded More 0DTE Options
In the context of recent quad-witching opex events, tomorrow's $2.8 trillion option expiration, which includes $1.5 trillion of SPX options and $660 billion notional of single stock options, will be relatively tame. Indeed, whereas we have seen a dramatic increase in opex volumes in recent months, the notional open interest for this expiration is similar to that of last July according to Goldman's John Marshall.