Glossary / 0DTE options

0DTE options

Options expiring the same day; their extreme gamma makes hedging and price highly reactive.

0DTE ("zero days to expiration") options expire the same trading day. Their gamma near expiration is extreme, so dealer hedging — and therefore price — becomes especially reactive to flow. Sudden size on an otherwise-dead 0DTE strike is one of the more informative anomalies to watch.

More terms: Gamma wall · Delta neutral · Gamma · Dealer hedging · Call wall · Put wall

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