Expected Profit Odds of Buying 0DTE SPX Options

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September 10, 2026

SPX: open: 7594.7 | close: 7591.7 | Change: -0.6%

Delta

Entry (ET)	Strike	Debit	+25%	+50%	+100%	+200%
9:30	7625	3.95	✔	✘	✘	✘
10:30	7625	3.50	✔	✘	✘	✘
11:30	7625	3.00	✔	✘	✘	✘
12:30	7615	2.20	✔	✔	✔	✘
1:30	7615	1.50	✘	✘	✘	✘
2:30	7605	1.15	✔	✔	✔	✘
3:30	7600	0.68	✔	✔	✔	✘

Entry (ET)	Strike	Debit	+25%	+50%	+100%	+200%
9:30	7560	5.20	✔	✘	✘	✘
10:30	7570	3.20	✘	✘	✘	✘
11:30	7580	2.70	✔	✔	✔	✘
12:30	7575	2.95	✔	✔	✘	✘
1:30	7585	2.70	✔	✔	✔	✘
2:30	7575	2.07	✘	✘	✘	✘
3:30	7580	1.30	✘	✘	✘	✘

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

April 9 to September 10, 2026.

Entry (ET)	Sessions	Hit +25%	Hit +50%	Hit +100%	Hit +200%
9:30	106	69.8%	56.6%	49.1%	28.3%
10:30	106	71.7%	59.4%	49.1%	33.0%
11:30	106	67.0%	50.0%	39.6%	25.5%
12:30	106	61.3%	50.9%	38.7%	20.8%
1:30	106	66.0%	53.8%	39.6%	27.4%
2:30	105	59.0%	45.7%	32.4%	18.1%
3:30	96	58.3%	41.7%	27.1%	15.6%
Average	731	64.8%	51.3%	39.5%	24.2%

Entry (ET)	Sessions	Hit +25%	Hit +50%	Hit +100%	Hit +200%
9:30	106	66.0%	53.8%	39.6%	24.5%
10:30	106	69.8%	55.7%	38.7%	25.5%
11:30	106	67.0%	53.8%	39.6%	23.6%
12:30	106	69.8%	51.9%	40.6%	24.5%
1:30	106	66.0%	49.1%	37.7%	24.5%
2:30	106	67.9%	54.7%	43.4%	25.5%
3:30	100	56.0%	43.0%	27.0%	17.0%
Average	736	66.2%	51.8%	38.2%	23.6%

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

April 9 to September 10, 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	42	66.7%	47.6%	40.5%	23.8%
10:30	42	69.0%	50.0%	40.5%	23.8%
11:30	43	60.5%	46.5%	41.9%	20.9%
12:30	47	61.7%	46.8%	34.0%	17.0%
1:30	46	63.0%	52.2%	34.8%	30.4%
2:30	46	58.7%	43.5%	23.9%	13.0%
3:30	45	62.2%	40.0%	28.9%	20.0%
Average	311	63.0%	46.6%	34.7%	21.2%

Entry (ET)	Sessions	Hit +25%	Hit +50%	Hit +100%	Hit +200%
9:30	42	71.4%	57.1%	40.5%	23.8%
10:30	42	76.2%	61.9%	45.2%	23.8%
11:30	43	69.8%	58.1%	48.8%	30.2%
12:30	47	83.0%	66.0%	48.9%	29.8%
1:30	46	67.4%	58.7%	43.5%	28.3%
2:30	47	72.3%	59.6%	55.3%	36.2%
3:30	46	65.2%	52.2%	34.8%	19.6%
Average	313	72.2%	59.1%	45.4%	27.5%

Best 20-Delta Historical Setups by Profit Target

April 9 to September 10, 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	83.0%	66.0%	55.3%	38.3%
Sessions	47	47	47	60