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US IVX0 Days To Expiration

IVolatility is pleased to announce the launch of our proprietary IVX0DTE Volatility Index, the latest release that builds upon our proprietary IVX® index and is the ideal solution to back test Zero Days to Expiration (0DTE) options trading strategies.

This new dataset provides comprehensive options information on 0DTE options - one of the fastest growing asset classes in the market today.

According to Reuters, trading in 0DTE contracts for S&P 500 options, accounts for nearly 50% of the 10-day average daily options volume - almost 3x the volume from a year ago.1

The IVX0DTE Data Set
Consists of:

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