Quant Mashup - Flash Alpha

Are 0DTE Straddles Overpriced? We Tested 193 SPY Sessions (2022-2026) [Flash Alpha]

Are 0DTE straddles systematically overpriced? It is probably the most argued question in options trading since daily expirations took over SPY volume - and it has a testable answer. We replayed 193 Wednesday sessions from July 2022 through April 2026 on the FlashAlpha Historical 0DTE endpoint,(...)