Research

  • Dispelling False Narratives About 0DTE Options

    Dispelling False Narratives About 0DTE Options

    APRIL 2023

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  • Is the VIX Becoming Increasingly Leptokurtic Due to the Changing Derivatives Market?

    Is the VIX Becoming Increasingly Leptokurtic Due to the Changing Derivatives Market?

    DECEMBER 2022

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  • Volatility and the Changing Market Structure Driving U.S. Equities

    Volatility and the Changing Market Structure Driving U.S. Equities

    MAY 2022

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