#0DTE
8 public posts on this topic.
Record
I Started Writing the Grading Sheet Before the Hypothesis
Writing down a call isn't enough. By the evening I read it in whatever way flatters me. Fixing the grading rules before the open made the verdict — right direction, not enough distance — write itself.
Theory
I took the certain gain instead of the maximum one
Price was bouncing off the low, the position had already traded above 10 and come back, and the full debit was on the table. Watching how fast price was walking past the center, I closed two hours ahead of my own rule.
Record
Choosing an expiry for a long put — same-day, next-day, one week, one month, priced out
Same strike, same view. Change only the expiry and you pay 74× more. The real cost turned out not to be theta.
Theory
I drew the butterfly curve as it sharpens
In the morning it barely matters where you center it — every strike prices about the same. By the close, the value collects on one point. Here is how that curve actually changes, and how I picked the center.
Record
I bought a same-day put and a next-day put on the same view — one finished at −17%, the other at −100%
Same day, same direction, same reasoning. Only the expiry differed. One day's record.
Theory
I open the butterfly before price arrives — the same fly cost 3.5× more five hours later
By the time I am confident, it is already expensive. One day's record of how entry timing changed the required win rate by 3.5×.
Record
I pull VIX1D from Cboe now
Accurate inputs make accurate calculations. A record of a 38% gap from a free source.
Record
I Priced Out a 0DTE Gamma Tool Before Writing Code
An afternoon of due diligence, the OPRA fee schedule, and the competitor teardown that redirected the plan.
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