Is 0DTE vol a little low? Also, one way to look at IV into earnings season.


Is 0DTE vol a little low? Also, one way to look at IV into earnings season.

On today’s Orbit: another pre-market move more than options were pricing for the entire day. Will 0DTE traders and market makers adjust? Also. Low IV into earnings. For instance $JPM options are pricing just a 2.8% move for earnings. The stock is up more than 25% in the past two months. Is there some opportunity at these low vol levels? (We’ll get more into this before the reports start, what timeframes/expiries to look at etc.) Hope you enjoy!

Mentioned $SPY $SPX $QQQ $JPM $IWM

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