SPX Dealer Premium - Volland
- Dealer Premium (SPX) is a snapshot of the net option premium exposure dealers are carrying across SPX options (including intrinsic value) — a rough sense of how much option inventory/obligation sits on dealer books.
- The 0DTE Dealer Premium (same-day expiry) isolates the slice most linked to today’s intraday hedging flows. With a relatively small 0DTE number here (~$3.93B), it suggests less same-day options “gravity” than on big 0DTE-heavy sessions, but it’s still best read versus a recent average/trend.
Source: vol.land
