A weekly option is a listed option series with an expiry other than the standard monthly one, listed a few weeks before it expires. A zero-day option (0DTE, zero days to expiry) is any option on the day it expires: not a separate product, but the last day in the life of a weekly, a monthly or a quarterly series.
Quantitative Finance · Glossary
What is Weekly and zero-day options?
Also known as: weekly option · zero-day option