4 ms·

Love this! Minor nit: days to expiry for expiring tomorrow shows (2) and presumably (1) for options expiring today. I think usually this is denoted 1 and 0 (DTE

Love this! Minor nit: days to expiry for expiring tomorrow shows (2) and presumably (1) for options expiring today. I think usually this is denoted 1 and 0 (DTE)

qeternity 5y ago
Former hedge fund trader here: this is correct.
- mrhichem 5y ago
  Do you mean that options expiring today should have a DTE equals 0 ?
  - qeternity 5y ago
    Yes.