The $S&P 500(.SPX)$ zero-day-to-expiration (0DTE) options market has fundamentally changed how investors trade around macro events. On many sessions, same-day expirations account for roughly half of all SPX options volume — making 0DTE flow one of the strongest intraday forces in equities.
We're bringing in @Selina_Han_Insights , Founder of Han Insights and former Cboe Global Markets Economist $Cboe Global Markets, Inc(CBOE)$ , to unpack:
📅 Date: [ July 10th 2026]
⏰ Time: [10:00-11:00 am]
🔗 Register: Understanding SPX 0DTE Market Events, AI and the H2 2026 Outlook
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The 0DTE Event Trading Framework — How FOMC, CPI, and Nonfarm Payroll releases drive option pricing, volatility, and market structure
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Economic Event Impact — Reading rate expectations, inflation data, and employment reports beyond the headlines
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H2 2026 Market Themes — AI sector rotation, capital intensity pressures, and what to watch as the easy AI rally potentially gives way to infrastructure & cash-flow winners
Selina's 12-year background spans quantitative research at Cboe, policy analysis for SEC/FINRA/CFTC, and doctoral work in Applied Economics at UIUC. Her research covers market microstructure, derivatives, and the intersection of AI with macro developments.
📅 Date: [ July 10th 2026]
⏰ Time: [10:00-11:00 am]
🔗 Register: Understanding SPX 0DTE Market Events, AI and the H2 2026 Outlook
Whether you're trading 0DTE actively or managing long-term equity exposure, understanding how event-driven flow moves the market is no longer optional.
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