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The 0DTE Options Handbook

Profit from Zero-Days-to-Expiration Options in Any Market Condition

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The 0DTE Options Handbook

By: Bill Cui
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 Investing wisely is essential for a successful life journey. The book is a summary of my insights and lessons learned from investing for three decades. A good investment strategy should be based on sound statistics, measurable results, consistent performance, scalability, and high liquidity. One of the best assets that meets these criteria is SPY, the S&P 500 ETF. Based on our analysis in this book, SPY has a proven history of delivering an average annual return of 9.46% over the past 30 years, with positive returns in 80% of the years. We discussed three common ways to enhance its returns: Dollar Cost Averaging (DCA), Dividend Reinvestment Plan (DRIP), and Selling Covered Calls. Using SPY’s historical data, we showed that a simple strategy of selling 0DTE covered calls outperformed the market average: lower volatility and significantly higher Sharpe ratio. Furthermore, our analysis revealed that SPY's daily movements are confined by a narrow range determined by the volatility index, which is suitable for neutral or slightly directional trades. The introduction of 0DTE options allows traders to set up delta neutral trades, such as iron condor with a probability of profit above 50%, which can generate profits with the right setup and timely adjustment. We achieved remarkable results in our yearly performance and outperformed the S&P 500 benchmark by a large margin. Risk management is crucial for success. We explain how to maintain neutrality and protect against black swan events. This book is the first of its kind to explore these most active equities, namely SPX, SPY, QQQ, and NDX, and their most popular 0DTE options. You don't have to spend years trying to master option trading. I will teach you the essential principles and simple steps that make it easy to learn. This book is a practical application four main pillars of modern finance: The Efficient Market Hypothesis (EMH, Nobel Prize 1970) in its semi-strong form, The Modern Portfolio Theory (MPT, Nobel Prize 1990), The Black-Scholes Option Pricing Model (BSOPM, Nobel Prize 1997), and The Kelly Criterion.


In Chapter 2, we introduce five portfolio performance metrics: Return on Investment (ROI), alpha, beta, Sharpe Ratio, and max drawdown, which are widely accepted as reliable indicators of portfolio performance.

In Chapter 3, we discuss various theories that explain how stock prices change and how investors can use them to make informed choices.

In Chapter 4, we cover some essential topics that you need to understand before you start trading options, especially 0DTE options and the four reasons why we should short 0DTE options, spreads, and combos.
We conduct a comprehensive examination of the performance of SPY over the past 30 years in Chapter 5 and discuss three common methods to boost returns: Dollar Cost Averaging (DCA), Dividend Reinvestment Plan (DRIP), and Selling Covered Calls in Chapter 6.

In Chapter 7, we show how to apply 0DTE options to create a delta neutral strategy and benefit from fast time decay by placing trades with high probability. Risk management is crucial for success. We explain how to maintain neutrality and protect against black swan events. Analysis & Strategy Investing & Trading Options Stocks Inspiring Risk Management Espionage Forex
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