SPX 0DTE – 03/20/26

Today is OPEX. None of the data on Quantdata is reliable today since so much contracts are expiring today. Since price couldn’t break past VWAP (Blue dotted Line) I sold calls above yesterdays high. Looking for price to stay below vwap for today. I opened 2 call credit spreads 6655/6665 for $0.60. I plan to close these at $0.10 and $0.05 if price stays below VWAP. However if it climbs back up for some odd reason and goes above VWAP, I’ll look to close for 50% only.


Update: I was able to close both at $0.05 at 9:49 AM PST. Basically 3 hours for $110. Not bad for today.

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