Jeff 5:34 am on Monday, August 26, 2024
Tags: spx0dte ( 421 )

SPX 0-dte for 8/26/24

#SPX0dte Sold to Open $SPX Aug 26th 5560/5580-5685/5705 condors for .90, deltas -.06 +.05, IV 18.45%

Jeff 8:21 am on Monday, August 26, 2024

Another day with a sizable move early in the day. There has been almost no decay in the ATM tight condor premium, hovering between 15.50 and 16.00 since the open.
- Jeff 9:23 am on Monday, August 26, 2024
  
  Sold 5585/5615-5620/5650 condors for 14.00, IV 20.57%
  - Jeff 10:18 am on Monday, August 26, 2024
    
    Closed for 12.50, about 10%
Jeff 11:28 am on Monday, August 26, 2024

Closed put side of this morning’s condor for .15

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