Jeff 6:33 am on Tuesday, December 17, 2024
Tags: spx0dte ( 421 )

SPX 0-dte trades for 12/17/24

#SPX0dte At the bell, sold to open $SPX 5990/6010-6095/6115 condors for .90, IV 14.86%, deltas -.10, +.02

Opposite of yesterday as far as delta skew. At 9:25 the deltas were -.06 +.05. What a difference the open makes.

Jeff 6:39 am on Tuesday, December 17, 2024

Sold 6020/6050-6055/6085 condors for 13.40, IV 14.34%
- Jeff 6:59 am on Tuesday, December 17, 2024
  
  Closed for 12.00, about 10%. Selling these close to open is great because decay is usually quite rapid in first half hour. But I often avoid it because of risk to an early large move, which has been common since the election.
  - Jeff 7:13 am on Tuesday, December 17, 2024
    
    And yet ANOTHER day where my trade hit 10% then reversed and ticked right into my stop. I’m going to have to hold off on split exits or pushing these until we get back to a consolidation style market.
Jeff 8:08 am on Tuesday, December 17, 2024

Closed 6010/5990 put spreads for .15

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