Jeff 5:18 am on Friday, September 13, 2024
Tags: spx0dte ( 421 )

SPX 0-dte for 9/13/24

#SPX0dte Sold to Open $SPX Sept 13th 5505/5525-5665/5685 condors for 1.15, IV 24.20%, deltas -.06 +.05

Jeff 6:38 am on Friday, September 13, 2024

Lately, selling before the open has provided no advantage. It seems to be a result of the higher volatility and Fed speculation…. the ridiculous level of sensitivity to every data release. I sold this morning’s for 1.15 but at 6:35 both strikes were at 6-delta and I could have gotten 1.35. The case is worse for the tight condors; selling them before the open would put you in the hole.
- Jeff 7:11 am on Friday, September 13, 2024
  
  Sold 5585/5615-5620/5650 condors for 17.85, IV 26.03%
  - Jeff 8:39 am on Friday, September 13, 2024
    
    Closed for 15.95, about 10%.
Jeff 11:00 am on Friday, September 13, 2024

closed 5565/5585 call side for .15

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