#0dte

I’d love to say it was 0dte that got me. Unfortunately it was a series of bad fuck ups. Buying high - selling low. Getting stopped out of options that didn’t expire for 6 months, all of which rebounded and went +50 to 150%.…

Negative-gamma days held most of the losses. Selling only on positive-gamma days lifted the Sharpe ratio of QQQ 0DTE strangles from +0.35 to +1.38. Data, method and Python.

SPXW is where the real 0DTE volume lives. Here's how to read it, how to pull it from an API, and the four numbers that actually matter for same-day S&P options.

TSLA deserves granular attention. GEX flip at $377.50 is only 0.3% from spot ($378.67). Call flow at 77% weekly, exploding to 95% in 0DTE. The IV Term Structure shows 0DTE at 36.9% vol versus weekly at 47.7%—front contracts cheaper than calendars, another…

I asked ChatGPT on the pros/cons trading options with 0DTE vs 15DTE, but I am curious why you do one or another. Or if you combine what's you logic behind it.