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We’re standing at the edge of a massive market structure shift that most traders aren’t talking about yet, and I think it’s time we address it head-on.
Starting this December, we’re getting 24-hour trading for single-stock futures, and eventually this could extend to the broader equity markets. This isn’t some distant possibility — it’s happening, and it’s going to fundamentally change how we approach the markets.
So today I want to discuss a critical question. Since 2022, 0DTE options have exploded in popularity and now represent about 55% to 60% of index trading volume.
That’s not a small niche anymore — it’s a dominant force in how markets trade. So what happens to 0DTE options when the underlying market never closes?
The 0DTE Question Nobody’s Answering Yet
I think it would be silly for the exchanges to remove 0DTE options given how popular they’ve become, but we need to be realistic about how this might evolve. Will exchanges maintain the current structure, or move to hourly segments?
I hope we don’t end up in a world where you can trade hourly S&P 500 Index (SPX) options — that feels ridiculous to me.
My hope is that there’s still at least a 0DTE window, giving us the expiration framework I’ve built strategies around. But the challenge isn’t simply whether 0DTE options survive — it’s finding reliable pockets of volatility in a market that never sleeps.
Institutional players will still hunt for the best liquidity. That should create periods when volume concentrates and price action becomes more meaningful. Retail traders should watch for recurring surges in volume, tightening spreads and stronger reactions around major session opens, economic releases and the cash close.
Those patterns may reveal when institutions are most active and help us avoid forcing trades during thin conditions.
Lower-participation hours may also create sharper moves and greater potential for price manipulation. When markets trade around the clock, risk management becomes even more important. That means trading smaller when liquidity is thin, using defined-risk structures, respecting stops and refusing to chase moves simply because the market is open.
How I’m Already Adapting My Approach
I’m not waiting to see how this plays out. I’ve already incorporated more premarket trading into my routine, and I’m finding there’s a method to it that works within my existing framework.
I still focus on cash-settled closes at 4 p.m. ET — that’s my anchor point. Rather than treating every hour equally, I’ll continue prioritizing periods with dependable liquidity and clear setups. More access does not mean we need to trade more often.
I hate to think the market could evolve so much that the structure we know becomes unrecognizable. But evolution doesn’t mean abandoning what works.
It means adapting intelligently while preserving the principles that have kept us profitable — patience, risk management and disciplined execution.
This transition will unfold over time. The traders who thrive will be the ones who prepare for new liquidity patterns without discarding proven strategies. We’ll adjust, make the necessary changes and stay on the cutting edge of whatever we need to do to survive.
I’ll see you in the markets.
Chris Pulver
Chris Pulver TradingÂ
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*This is for informational and educational purposes only. There is inherent risk in trading, so trade at your own risk.Â
P.S. Alex and I Have Attempted the Unthinkable This Week!
For the October Daredevil Challenge, we attempted to turn $500 into $2,500 before the closing bell.
Did we succeed?
More importantly, how can you repeat the exact same process?
