Expected Profit Odds of Buying 0DTE SPX Options

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September 4, 2026

SPX: open: 7750.2 | close: 7718.6 | Change: -0.4%

Delta

Entry (ET)	Strike	Debit	+25%	+50%	+100%	+200%
9:30	7780	1.60	✘	✘	✘	✘
10:30	7750	1.90	✘	✘	✘	✘
11:30	7730	1.40	✔	✔	✔	✔
12:30	7735	2.15	✔	✔	✘	✘
1:30	7725	1.20	✘	✘	✘	✘
2:30	7725	0.90	✔	✘	✘	✘
3:30	7720	0.85	✔	✘	✘	✘

Entry (ET)	Strike	Debit	+25%	+50%	+100%	+200%
9:30	7720	7.50	✔	✔	✔	✘
10:30	7705	4.30	✔	✔	✔	✘
11:30	7690	3.80	✘	✘	✘	✘
12:30	7705	2.08	✔	✔	✔	✘
1:30	7700	2.45	✔	✘	✘	✘
2:30	7705	1.15	✔	✘	✘	✘
3:30	7710	0.95	✔	✘	✘	✘

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

April 9 to September 4, 2026.

Entry (ET)	Sessions	Hit +25%	Hit +50%	Hit +100%	Hit +200%
9:30	103	70.9%	58.3%	50.5%	29.1%
10:30	103	70.9%	60.2%	49.5%	34.0%
11:30	103	67.0%	50.5%	39.8%	26.2%
12:30	103	60.2%	49.5%	36.9%	21.4%
1:30	103	68.0%	55.3%	40.8%	28.2%
2:30	102	58.8%	45.1%	32.4%	18.6%
3:30	94	57.4%	40.4%	26.6%	16.0%
Average	711	64.8%	51.5%	39.7%	24.9%

Entry (ET)	Sessions	Hit +25%	Hit +50%	Hit +100%	Hit +200%
9:30	103	65.0%	53.4%	38.8%	24.3%
10:30	103	70.9%	56.3%	38.8%	25.2%
11:30	103	67.0%	53.4%	38.8%	23.3%
12:30	103	69.9%	51.5%	40.8%	25.2%
1:30	103	65.0%	47.6%	36.9%	24.3%
2:30	103	68.9%	55.3%	43.7%	25.2%
3:30	97	55.7%	42.3%	25.8%	15.5%
Average	715	66.1%	51.5%	37.8%	23.4%

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

April 9 to September 4, 2026.

Entry (ET)	Sessions	Hit +25%	Hit +50%	Hit +100%	Hit +200%
9:30	60	70.0%	61.7%	53.3%	33.3%
10:30	60	73.3%	65.0%	53.3%	38.3%
11:30	59	71.2%	52.5%	39.0%	28.8%
12:30	55	61.8%	54.5%	43.6%	23.6%
1:30	56	69.6%	57.1%	44.6%	26.8%
2:30	55	60.0%	47.3%	38.2%	21.8%
3:30	47	55.3%	44.7%	25.5%	10.6%
Average	392	66.3%	55.1%	43.1%	26.8%

Entry (ET)	Sessions	Hit +25%	Hit +50%	Hit +100%	Hit +200%
9:30	60	61.7%	51.7%	40.0%	25.0%
10:30	60	66.7%	51.7%	36.7%	28.3%
11:30	59	67.8%	54.2%	35.6%	20.3%
12:30	55	61.8%	41.8%	34.5%	20.0%
1:30	56	64.3%	41.1%	33.9%	23.2%
2:30	55	63.6%	50.9%	34.5%	18.2%
3:30	50	48.0%	34.0%	20.0%	14.0%
Average	395	62.3%	46.8%	33.9%	21.5%

Entry (ET)	Sessions	Hit +25%	Hit +50%	Hit +100%	Hit +200%
9:30	39	69.2%	51.3%	43.6%	25.6%
10:30	39	66.7%	51.3%	41.0%	25.6%
11:30	40	60.0%	47.5%	42.5%	22.5%
12:30	44	59.1%	43.2%	29.5%	18.2%
1:30	43	67.4%	55.8%	37.2%	32.6%
2:30	43	58.1%	41.9%	23.3%	14.0%
3:30	43	60.5%	37.2%	27.9%	20.9%
Average	291	62.9%	46.7%	34.7%	22.7%

Entry (ET)	Sessions	Hit +25%	Hit +50%	Hit +100%	Hit +200%
9:30	39	69.2%	56.4%	38.5%	23.1%
10:30	39	79.5%	64.1%	46.2%	23.1%
11:30	40	70.0%	57.5%	47.5%	30.0%
12:30	44	84.1%	65.9%	50.0%	31.8%
1:30	43	65.1%	55.8%	41.9%	27.9%
2:30	44	75.0%	61.4%	56.8%	36.4%
3:30	43	65.1%	51.2%	32.6%	16.3%
Average	292	72.6%	58.9%	44.9%	27.1%

Best 20-Delta Historical Setups by Profit Target

April 9 to September 4, 2026.

	Hit +25%	Hit +50%	Hit +100%	Hit +200%
Side	Puts	Puts	Puts	Calls
SPX on the day	Red	Red	Red	Green
Entry (ET)	12:30	12:30	2:30	10:30
Hit rate	84.1%	65.9%	56.8%	38.3%
Sessions	44	44	44	60