SPY 0DTE Briefing

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Today's Session

09:30 ET Pre-Open
11:30 ET Mid-Morning
13:30 ET Primary Entry
14:00 ET Post-Entry

Market Snapshot

SPY Spot
VIX
Intraday Change
Expected Move @ 1:30
SMA20 Distance
VIX Trend (5d)

Forward-Looking Containment

Validated Strategies

Checkpoint Detail

About this briefing

Research-grade decision support. PF values are shown with bootstrap 90% CI bounds. Absolute P&L estimates carry the engine's BSM-bias caveat — long-vol strategies (STRANGLE) read biased high; short-vol read biased low. Every strategy holds to expiry. Skip days are real decisions; do not force trades.

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