FINCAD Analytics Suite: Real-Time Pricing & Risk of 0DTE Options

Learn about the unique risk characteristics of 0DTE options, and how to use FINCAD Analytics Suite for Excel to accurately price these options and assess the related market risks.

Over the last year, options trading volumes hit a record high. Notably, the volumes of same-day options contracts have significantly surpassed those of all other options maturities. Nearly 50% of all S&P 500 options are associated with 0DTE (Zero Days to Expiry) options trading in terms of notional amount.

In this solution webinar, Peter O’Connor of Numerix discusses the unique risk characteristics of same-day options against the backdrop of uncertain markets, fluctuating rates and heightened volatility. Peter also demonstrates how to use FINCAD Analytics Suite for Excel to assess same-day option pricing and obtain precise risk analysis, including detailed Greek monitoring.  

Join our webinar for a demo of FINCAD Analytics Suite and discussion on the following:

  • What led Nasdaq to recently introduce short-term options in new asset classes
  • Requirements that traders must consider with the newly introduced options contracts
  • Overview of how FINCAD Analytics Suite for Excel can be used in options trading, including pricing and risk features, and applications for algo trading
  • Demo of approaches to pricing using real-time listed options data, including generating a volatility surface and applying it to pricing

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