Wolumen transakcji na opcjach zależnie od DTE (liczby dni do wygaśnięcia)

Source: Cboe LiveVol Pro

The graph plots annual volumes (as a percent of total market share) on the Y-axis. Days until expiration are laid out on the X-axis. Let’s focus on options with one day until expiration. In 2016, roughly 5% of all options traded had a single day until expiration. In 2021, that figure grew to 11%.

Last year nearly 10% of all options traded expired the same day and more than 20% of all options traded expired in 24 hours or less. Even the biggest proponents of Weekly options in 2005 likely couldn’t have imagined how successful these products would become.

Za:

https://www.cboe.com/insights/posts/inside-volatility-trading-sometimes-smaller-is-better/