Volos is proud to announce that our next-generation dynamic buffer index, developed in collaboration with Nasdaq, is now being licensed by ProShares for use in a new ETF product.

This news follows the launch of the ProShares Nasdaq 100 High Income ETF (IQQQ) powered by Volos in early 2024.

For our newest research paper, Volos analyzed historical intraday options pricing using Nasdaq-100® (NDX) index options to better understand transaction costs associated with 0-DTE options trading.

Specifically, we studied "bid-ask" spreads over different intraday time-weight average price (TWAP) windows associated with 0-DTE trading. We calculated the "Mid to Bid" spread, which seeks to quantify the potential spread an options trader may incur in excess of the options mid-price.

New research from Volos reveals that trading at specific intervals surrounding major macroeconomic events has yielded key historical insights.

In a new research paper from Volos Software, our team created and backtested several novel options strategies, all at various intervals, surrounding scheduled macroeconomic events.

In a new collaborative research paper, Volos and OptionMetrics explore methods of improving performance and minimizing risk for dispersion strategies.