One of the benefits of multiple option expirations in the index option space is the ability to pinpoint expectations around significant economic events. This Friday (June 7), the Bureau of Labor ...

Gross domestic product (GDP) is a comprehensive measure of economic output for a country or region, with many traders using it to influence their trade decisions. Generally, this macroeconomic figure ...

The financial markets have experienced strong volume growth in the short- dated index option arena. This paper explores the performance of short-dated index options versus the subsequent price move in ...