“Garrett DeSimone, head of quantitative research at OptionMetrics, an options database and analytics provider for institutional investors, says the spikes in the volume of short-dated EEM options on CPI days show that the ‘hype’ around trading near-expiry options is spreading into emerging markets. However, he adds that it is harder to determine whether hedging or speculation is driving the flows.”

The recent Risk.net article, “Investors zero in on short-dated options to trade US inflation prints,” features data and insight on 0DTE options from OptionMetrics. Read the full piece below to learn more.