0DTE Straddles Foundations | Max Koren
Topics discussed
Introduction and definition of Zero DTE
Defining a straddle and option pricing
Implied volatility and intraday shifts
Differences from longer-dated options
Book purpose: interpretation over prediction
Introduction to the Greeks: Delta and Gamma
Theta, Vega, and trading conditions
Liquidity, spreads, and execution frictions
Use of fictional examples and scenarios
Book structure and chapter progression
Risk framing and educational disclaimer
Listen ad-free on Castria