Expected Profit Odds of Buying 0DTE SPX Options

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August 18, 2026

Delta

Entry (ET)	Strike	Debit	+25%	+50%	+100%	+200%
9:30	7730	4.90	✔	✘	✘	✘
10:30	7730	3.30	✘	✘	✘	✘
11:30	7715	3.20	✔	✘	✘	✘
12:30	7715	2.55	✔	✔	✘	✘
1:30	7715	1.05	✔	✘	✘	✘
2:30	7715	0.90	✘	✘	✘	✘
3:30	7705	1.30	✘	✘	✘	✘

Entry (ET)	Strike	Debit	+25%	+50%	+100%	+200%
9:30	7670	3.57	✔	✘	✘	✘
10:30	7680	2.57	✔	✔	✘	✘
11:30	7675	2.15	✘	✘	✘	✘
12:30	7685	2.30	✘	✘	✘	✘
1:30	7690	2.10	✔	✘	✘	✘
2:30	7695	1.45	✔	✔	✔	✘
3:30	7695	0.80	✔	✔	✔	✔

No Filter: Buy 20-delta puts and calls mechanically at the top of every hour

April 9 to August 18, 2026.

Entry (ET)	Sessions	Hit +25%	Hit +50%	Hit +100%	Hit +200%
9:30	91	71.4%	57.1%	50.5%	31.9%
10:30	91	69.2%	58.2%	46.2%	33.0%
11:30	91	65.9%	49.5%	38.5%	26.4%
12:30	91	61.5%	49.5%	36.3%	22.0%
1:30	91	69.2%	56.0%	40.7%	27.5%
2:30	91	58.2%	46.2%	33.0%	18.7%
3:30	84	54.8%	39.3%	25.0%	14.3%
Average	630	64.4%	51.0%	38.8%	24.9%

Entry (ET)	Sessions	Hit +25%	Hit +50%	Hit +100%	Hit +200%
9:30	91	64.8%	52.7%	39.6%	26.4%
10:30	91	72.5%	58.2%	39.6%	27.5%
11:30	91	67.0%	53.8%	38.5%	22.0%
12:30	91	67.0%	48.4%	37.4%	26.4%
1:30	91	67.0%	49.5%	38.5%	24.2%
2:30	91	71.4%	57.1%	45.1%	25.3%
3:30	85	55.3%	42.4%	24.7%	14.1%
Average	631	66.5%	51.8%	37.8%	23.8%

Color Filter: Buy 20-delta calls when SPX is green. Buy 20-delta puts when SPX is red.

April 9 to August 18, 2026.

Entry (ET)	Sessions	Hit +25%	Hit +50%	Hit +100%	Hit +200%
9:30	53	69.8%	60.4%	54.7%	35.8%
10:30	55	70.9%	63.6%	50.9%	34.5%
11:30	53	71.7%	52.8%	39.6%	28.3%
12:30	50	64.0%	56.0%	44.0%	24.0%
1:30	51	70.6%	56.9%	45.1%	27.5%
2:30	50	58.0%	46.0%	36.0%	20.0%
3:30	43	51.2%	39.5%	20.9%	7.0%
Average	355	65.6%	54.1%	42.2%	25.9%

Entry (ET)	Sessions	Hit +25%	Hit +50%	Hit +100%	Hit +200%
9:30	34	70.6%	50.0%	41.2%	29.4%
10:30	32	65.6%	46.9%	34.4%	28.1%
11:30	34	55.9%	44.1%	38.2%	23.5%
12:30	37	59.5%	40.5%	27.0%	18.9%
1:30	36	69.4%	58.3%	36.1%	30.6%
2:30	37	59.5%	45.9%	27.0%	16.2%
3:30	37	59.5%	40.5%	29.7%	21.6%
Average	247	62.8%	46.5%	33.2%	23.9%

Entry (ET)	Sessions	Hit +25%	Hit +50%	Hit +100%	Hit +200%
9:30	53	60.4%	50.9%	41.5%	26.4%
10:30	55	69.1%	54.5%	40.0%	30.9%
11:30	53	67.9%	54.7%	35.8%	20.8%
12:30	50	60.0%	40.0%	32.0%	22.0%
1:30	51	64.7%	41.2%	35.3%	23.5%
2:30	50	68.0%	54.0%	36.0%	20.0%
3:30	44	47.7%	34.1%	18.2%	11.4%
Average	356	62.9%	47.5%	34.5%	22.5%

Entry (ET)	Sessions	Hit +25%	Hit +50%	Hit +100%	Hit +200%
9:30	34	70.6%	55.9%	38.2%	26.5%
10:30	32	81.3%	65.6%	43.8%	25.0%
11:30	34	70.6%	58.8%	47.1%	26.5%
12:30	37	81.1%	62.2%	45.9%	32.4%
1:30	36	69.4%	61.1%	44.4%	27.8%
2:30	37	75.7%	62.2%	59.5%	35.1%
3:30	37	64.9%	51.4%	32.4%	16.2%
Average	247	73.3%	59.5%	44.5%	27.1%

Best 20-Delta Historical Setups by Profit Target

April 9 to August 18, 2026.

	Hit +25%	Hit +50%	Hit +100%	Hit +200%
Side	Puts	Puts	Puts	Calls
SPX on the day	Red	Red	Red	Green
Entry (ET)	10:30	10:30	2:30	9:30
Hit rate	81.3%	65.6%	59.5%	35.8%
Sessions	32	32	37	53