---
title: Market Impact of 0DTE Options
url: https://www.ml-quant.com/papers/ssrn/4881008/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4881008
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4881008
featured: 2024-07-03
citations: unknown
topic: Derivatives & Volatility
---


# Market Impact of 0DTE Options

The increased trading of SP 500 index options that expire on the same day reduces stock market volatility due to market makers' intraday rebalancing of the index.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4881008
- Identifier: SSRN 4881008
- Released: 2024-06-17
- First featured: Quant Letter No. 55 (2024-07-03): https://www.ml-quant.com/issues/2024-07-03/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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