SPY 0DTE Briefing

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Today's intraday — SPY 5-min

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SPY today Prior close 1:30 entry
5-day history + 2-day forecast
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Last 5 closes ±1 EM Analog median VIX 1σ ±2d

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

Day Open
SPY at checkpoint
Day Close
Day Range
VIX
Intraday Change
Expected Move @ 1:30
SMA20 Distance
VIX Trend (5d)

Forward-Looking Containment

Historical analogs

Date Day Entry $ Intraday % SMA20 Δ VIX 5d VIX EM % Move (EM) Contained

Top structures by historical containment

Hypothetical option structures evaluated against today's analog days. Strikes are computed against the headline checkpoint's spot and EM dollars; wings default to $5. Sorted by historical win rate. Not P&L — doesn't model credits, slippage, or fill quality. Use as hypothesis exploration vs. the validated strategies below.

Structure Type Position (legs · $1 strikes · $5 wings) Window Wins Win %

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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