SPX 0DTE – 01/06/26

So today I waited for market to slow its climb up after it. My First Trade I sold calls at the open for 6935 as the MVC was 6930 however after the first 15 minutes markets suddenly jumped up in which i got stopped out. I sold for $0.55 and closed at $1.10. I waited for the markets to climb higher until i noticed it was slowing down. I took a look at the Quantdata and the MVC had changed to 6950 however the delta on 6950 was over a billion. I decided to take a risk and sell 3 contracts at 6950 and set a stop loss for a candle close above the highest point after it touched a ATR level on the screenshot. Was able to sell 3 contracts for $0.55 and closed all for $0.05 making todays profit $95.

It seems like I seemed to have figured out something about selling for reversals using Quantdata. Obviously theres gotta be more testing but so far my strategy on this is alot better than just doing the ORB Strategy.

Leave a Comment