Subject: OT 0DTE Options could cause crash
Trading in new near-dated U.S. options contracts can supercharge volatility in U.S. stocks, potentially leading to tremendous intraday declines, analysts at JPMorgan said.

In a Monday note, the bank's analysts attempted to further quantify the derivatives' potential impact, estimating that in an extremely dire scenario, 0DTE options could turn an intraday 5% drop in the S&P 500 into a 25% rout - a magnitude of decline not seen since the Black Monday crash of 1987, when the index fell 20.5%.

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