Volos analyzed historical intraday Nasdaq-100 (NDX) options pricing to assess transaction costs for 0-DTE trading, including bid-ask spreads across TWAP windows and the Mid to Bid spread.
The page says institutional investors and asset managers need transparency about methodology performance because approaches, cost assumptions, and calculation frameworks vary.
Volos's dynamic buffer index, developed with Nasdaq, is licensed by ProShares for a new ETF. This follows the early 2024 launch of the ProShares Nasdaq 100 High Income ETF (IQQQ), powered by Volos.
Volos provides systematic strategy development software and index services to ETF issuers, asset managers, hedge funds, and institutional allocators. It specializes in options-based strategies and provides transparency into their historical performance and attribution.
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