S&P 500 Options: % of S&P 500 Listed Volume Expiring within 24 Hours

The frenzy in S&P 500 options expiring within 24 hours shows no sign of cooling, now making up more than 62% of total volume and amplifying short-term volatility through fast-turn bets.

Image: Goldman Sachs Global Investment Research

S&P 500 Options: % of S&P 500 Listed Volume Expiring within 24 Hours