Agenda

2:00 p.m. - 6:00 p.m.

Registration Welcome, Featuring Refreshments

8:00 a.m. - 6:00 p.m.

Registration Open

9:00 a.m. - 10:00 a.m.

Listed Options Market Structure Working Group (LOMSWG) Meeting - By Invitation

10:00 a.m. - 11:00 a.m.

Options Industry Council Roundtable Meeting - By Invitation

11:00 a.m. - 12:00 p.m.

STA Retail Advisory Committee - By Invitation

12:00 p.m. - 1:00 p.m.

STA Listed Options Committee Meeting - By Invitation

1:00 p.m. - 2:30 p.m.

SIFMA Listed Options Committee - By Invitation

3:00 p.m. - 5:00 p.m.

General Session

3:00 p.m. - 3:15 p.m.

Welcome

3:15 p.m. - 4:00 p.m.

Featured Speaker

4:00 p.m. - 4:45 p.m.

State of the Industry - Inside the Data and Beyond the Tape

The options tape is noisy; intraday vol cycles, 0DTE reflexes, ETF options growth, institutional overlay flows, and the feedback loops between retail platforms, wholesalers, and the exchanges. This session distills where liquidity is truly forming (and vanishing), how product design is steering flow (defined outcome ETFs, single-stock ETFs, cash-settled index expansion), and what the next 12–24 months likely hold for spreads, capacity, and education.

Moderator: Henry Schwartz, Vice President, Market Intelligence, Cboe Global Markets
 

5:30 p.m. - 8:00 p.m.

OCC & Exchange Welcome Reception - The Pavilion

8:00 p.m. - 10:00 p.m.

Afterhours Event - Birdie's

8:00 a.m. - 3:00 p.m.

Registration Open

8:00 a.m. - 9:00 a.m.

Breakfast

9:00 a.m. - 2:30 p.m.

General Session

9:00 a.m. - 9:45 a.m.

Retail 3.0: Rise of the Self-Directed Quant

The options market is entering a new era. Quantitative strategies are no longer confined to institutional desks — they’re being deployed by a new class of self-taught, tech-enabled participants leveraging data analytics, APIs, and algorithmic execution. This panel explores how this shift is reshaping intermediation, liquidity, and education.

Moderator: Jermal Chandler, Head of Options Strategy, tastylive

9:45 a.m. - 10:30 a.m.

Volatility as an Asset Class: Evolving Strategies in the Options Market

Volatility has moved beyond a pricing input to become a tradable, investable asset class. This panel will explore how options professionals are harnessing volatility for trading, hedging, and portfolio diversification, with insights into the latest products, strategies, and market trends.

Moderator: Michael Kurd, Head of Americas Prime Financial Services, J.P. Morgan

10:30 a.m. - 11:00 a.m.

Break

11:00 a.m. - 12:00 p.m.

Keynote Speaker Cassie Kozyrkov

CEO of Kozyr, AI Luminary, Former Chief Decision Scientist at Google, and Pioneer of Decision Intelligence
Cassie Kozyrkov, CEO of Kozyr, is a renowned leader in artificial intelligence. She is best known for founding the field of Decision Intelligence and serving as Google’s first Chief Decision Scientist, where she led the charge in Google’s transformation into an AI-first company.  

Today, Cassie is a sought-after AI advisor and speaker who has transformed how organizations like Gucci, NASA, Spotify, Meta, Salesforce, and GSK approach AI strategy. Passionate about elevating human potential through the responsible adoption of complex technology, she also serves on multiple advisory boards and is an investor in emerging product companies.
 

12:00 p.m. - 1:00 p.m.

Lunch

1:00 p.m. - 1:45 p.m.

From Vision to Execution: A Buyside-Sellside Dialogue on Market Evolution

Instead of siloed perspectives, this session pairs buyside and sellside leaders to tackle pressing industry questions collaboratively:
•    Which trends will shape the next 12–24 months?
•    How are vendors and exchanges prioritizing innovation?
•    What role can buyside firms play in shaping product development and liquidity frameworks?

Moderator: Ivan Brown, Head of Options, IEX

1:45 p.m. - 2:30 p.m.

No Closing Bell: Reimagining Options in a Continuous Market

The prospect of 24/7 trading for U.S. listed options is no longer a thought experiment—it’s an industry conversation already underway. But turning the lights on around the clock is not as simple as flipping a switch. It requires rethinking clearing, collateral, and risk management frameworks; redefining the trading day itself; and ensuring that liquidity, market depth, and investor protections hold up during non-traditional hours.

Moderator: Aniceto Solares, Principal, Regulatory Policy, OCC

3:00 p.m. - 6:00 p.m.

80's Splashback Networking Event - Resort Pool

Party like it's 1985!

6:00 p.m. - TBD

Free Evening

8:00 a.m. - 12:00 p.m.

Registration Open

8:00 a.m. - 9:00 a.m.

Breakfast

8:00 a.m. - 12:00 p.m.

General Session

9:00 a.m. - 9:45 a.m.

Featured Speaker

9:45 a.m. - 10:30 a.m.

Institutional Innovation: Derivative-Based ETFs and the Role of FLEX Options

Institutions are increasingly using derivative-based ETFs and FLEX Options as complementary tools to achieve precise risk-return outcomes. This panel will explore how products such as buffer and target outcome ETFs, hedged equity structures, and single-name/high-payout ETFs are reshaping institutional allocation models — and how FLEX Options provide the customization needed to support these strategies.

Moderator: Sara Levin, Managing Director, ETF and Derivative Trading, WallachBeth Capital

10:30 a.m. - 11:00 a.m.

Break

11:00 a.m. - 11:45 a.m.

Event Contracts, Crypto, and the Intersection of Regulation

Event contracts and digital asset derivatives are emerging under CFTC oversight, while listed options and ETFs remain SEC-regulated. Meanwhile, some platforms are offering both. This panel will examine:
•    The SEC and CFTC frameworks and their implications for innovation.
•    Whether event contracts should be viewed as gaming, financial hedging, or a hybrid.
•    How crypto-linked options and ETFs fit into the regulatory patchwork.
•    What market participants need to prepare for as regulatory convergence (or conflict) plays out.

Moderator: Steve Crutchfield, Head of Business Development, Chicago Trading Company

1:30 p.m. Shotgun - TBD

Golf Outing | The Palmer Course

1:30 p.m. - 3:30 p.m.

Pickleball Mixer