finccam at the Eurex panel discussion on Eurostoxx50 Daily Options

finccam's Daniel Krause discussed Zero Days to Expiry Options (ODTEs) with traders and structurers. The panel discussion was part of the ‘Virtual Focus Day on Daily Options & VSTOXX’ organised by Eurex on 24 October 2024. The discussion focused in particular on the opportunities for short volatility strategies that lie in the increasing liquidity of daily options. In addition, important differences to the US market were highlighted, where an important part of the turnover of daily options is driven by the very large retail market. Many thanks for the invitation to Eurex!