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The LIZ and JNY Show - October 15, 2025 - The LIZ and JNY Show:SPX Zero DTE Put Selling: 90% Win Rates

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Manage episode 513800519 series 68544
Content provided by tastylive. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by tastylive or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://podcastplayer.com/legal.
Liz Dierking and Jenny Andrews break down a 0 DTE SPX put spread market measures. Jacob Perlman from the University of Chicago created research on selling zero days-till-expiration (zero DTE) SPX put options, analyzing over 2.5 years of data. The study focused on impatient bulls selling at-the-money put spreads of various widths. Results showed consistently high win rates (90-91%) across different spread widths when targeting 10% profit. When targeting 25% profit, win rates decreased slightly to the 80% range but average profit per trade increased. The study found minimal difference between trades placed at market open versus 9 a.m. Maximum drawdown represented potential consecutive losses, with narrower spreads ($10 wide) showing considerably less risk than wider spreads. This strategy has performed well in the predominantly bullish market of the past 2.5 years.
  continue reading

1651 episodes

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iconShare
 
Manage episode 513800519 series 68544
Content provided by tastylive. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by tastylive or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://podcastplayer.com/legal.
Liz Dierking and Jenny Andrews break down a 0 DTE SPX put spread market measures. Jacob Perlman from the University of Chicago created research on selling zero days-till-expiration (zero DTE) SPX put options, analyzing over 2.5 years of data. The study focused on impatient bulls selling at-the-money put spreads of various widths. Results showed consistently high win rates (90-91%) across different spread widths when targeting 10% profit. When targeting 25% profit, win rates decreased slightly to the 80% range but average profit per trade increased. The study found minimal difference between trades placed at market open versus 9 a.m. Maximum drawdown represented potential consecutive losses, with narrower spreads ($10 wide) showing considerably less risk than wider spreads. This strategy has performed well in the predominantly bullish market of the past 2.5 years.
  continue reading

1651 episodes

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