0DTE Options Results — August 23, 2026

What each strategy made or lost on SPY today · Updated every 5 minutes during market hours

SPY
-0.04%
$765.72
QQQ
-0.25%
VIX
0.00%
DXY
0.00%
VERY LOW IVIV historically cheap — best environment for buying options
ATM IV
15.1%
HV30
0.0%
IV/HV Ratio
0.50×
Daily Implied Move
±0.95%
Today SPY moved -0.04% — implied was ±0.95%. Actual move WITHIN implied range — credit strategies (condors) had structural advantage.

Strategy P&L — SPY open $766.05 → close $765.72

Black-Scholes pricing at open · Intrinsic value at close · Per 1 contract (100 shares)

StrategyCost at OpenWorth at CloseP&LReturnOutcome
Long ATM Call$2.98$0.00$-298-100.00%LOSS
Long ATM Put$2.83$0.33$-250-88.30%LOSS
ATM Straddle$5.81$0.33$-548-94.30%LOSS
Bull Call Spread (1σ)$2.34$0.00$-234-100.00%LOSS
Bear Put Spread (1σ)$2.26$0.33$-193-85.40%LOSS
Iron Condor (1σ/2σ)+$1.09 credit$-1.09+$109+100.00%WIN

What Fits Today

CHOP REGIME

VERY LOW IV means options are cheap relative to realized moves — buying premium has edge. Debit spreads and long calls/puts are the preferred tools.

RECOMMENDED STRATEGIES
STRATEGIES TO AVOID

Intraday Timing Windows

Open (9:30–10:00 AM ET)
HIGH ACTIVITY

Largest intraday moves happen in the first 30 minutes. Best window for momentum debit spreads — buy calls or puts in the direction of the opening print.

Gamma risk: Low — plenty of time value remains
Bull bias:
58%
Midday (10:30 AM–2:00 PM ET)
LOW ACTIVITY

Theta decay accelerates and gamma is moderate. Iron condors and credit spreads earn their premium most efficiently during this window.

Gamma risk: Moderate — time value decays steadily
Bull bias:
50%
Close (3:00–3:45 PM ET)
GAMMA EXPLOSION

Gamma spikes exponentially as expiry approaches. A $1 move in SPY can change ATM options by $0.80–0.99. Most experienced 0DTE traders close or reduce all positions by 3:30 PM.

Gamma risk: EXTREME — delta approaches 0 or 1 rapidly
Bull bias:
54%

🧠 Trader Psychology — Today's Lesson

Today SPY moved only 0.04% — well inside the implied ±0.95% range. Credit strategies like iron condors and vertical spreads collected near maximum profit. The challenge for debit buyers was that even correct directional calls expired nearly worthless due to theta decay eating the premium.

Read: The 5 Cognitive Traps That Destroy Options P&L →

Frequently Asked Questions

What did 0DTE options on SPY return today (August 23, 2026)?

SPY moved -0.04% today (open $766.05, close $765.72). A long ATM call cost $2.98 and was worth $0.00 at close — a -100.00% return.

What was the implied move for SPY 0DTE options today?

ATM IV of 15.1% implied a daily move of ±0.95% (±$7.30 per share). SPY actually moved 0.04% — within the implied range.

Which 0DTE strategy performed best today?

Iron Condor (1σ/2σ) had the best outcome today: P&L of $109 per contract (+100.00% return).

What does the IV environment mean for today's 0DTE trades?

Today's IV environment is VERY LOW: IV historically cheap — best environment for buying options. VERY LOW IV means options are cheap relative to realized moves — buying premium has edge. Debit spreads and long calls/puts are the preferred tools.

When is the best time to enter and exit a 0DTE options trade?

The opening 30 minutes (9:30–10:00 AM ET) has the highest directional bias. Midday (10:30 AM–2:00 PM ET) is ideal for credit spreads as theta decay accelerates. Avoid holding through the final 15 minutes before close — gamma becomes extreme and a small move can erase profits or multiply losses rapidly.

Understanding Today's 0DTE Results

Every trading day, TraderValue computes the hypothetical P&L for six standard 0DTE options strategies on SPY. The simulation uses Black-Scholes pricing at market open (with ATM implied volatility as the input) and intrinsic value at close. This models what a trader who bought options at the opening print and held until market close would have experienced.

The implied move is derived from ATM IV: daily_em = (IV ÷ 100) ÷ √252 × 100%. On a day when the actual SPY move exceeds the implied move, debit strategies (long calls, long puts, straddles) tend to profit. When SPY stays inside the implied range, credit strategies (iron condors, vertical credit spreads) keep most of their premium.

The VERY LOW IV environment means: IV historically cheap — best environment for buying options. VERY LOW IV means options are cheap relative to realized moves — buying premium has edge. Debit spreads and long calls/puts are the preferred tools.Use TraderValue's GEX Dashboard to see dealer gamma flip levels — when SPY is below the zero-gamma line, moves tend to be amplified, increasing the value of long options.

Learn More

📊 IV Explained
What implied volatility means for 0DTE traders
🧠 Trader Psychology
The 5 cognitive traps that destroy P&L
⚠️ Margin & Assignment
When brokers auto-liquidate and how to avoid it
🎯 0DTE Strategy Guide
Complete guide to same-day expiration options