Updated Daily: Expected Profit Odds of Buying 0DTE SPX Options

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August 20, 2026

SPX: open: 7690.5 | close: 7641.2 | Change: -0.9%

Delta

Entry (ET)	Strike	Debit	+25%	+50%	+100%	+200%
9:30	7720	1.87	✔	✔	✔	✘
10:30	7705	2.90	✔	✔	✔	✘
11:30	7705	2.50	✘	✘	✘	✘
12:30	7695	1.45	✔	✔	✔	✘
1:30	7680	1.77	✘	✘	✘	✘
2:30	7665	1.75	✘	✘	✘	✘
3:30	7660	1.10	✘	✘	✘	✘

Entry (ET)	Strike	Debit	+25%	+50%	+100%	+200%
9:30	7655	6.60	✔	✔	✔	✘
10:30	7650	3.30	✔	✔	✔	✘
11:30	7665	3.40	✔	✔	✔	✔
12:30	7660	3.50	✔	✔	✔	✔
1:30	7650	2.00	✔	✔	✔	✔
2:30	7640	1.85	✘	✘	✘	✘
3:30	7645	1.15	✔	✔	✔	✔

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

April 9 to August 20, 2026.

Entry (ET)	Sessions	Hit +25%	Hit +50%	Hit +100%	Hit +200%
9:30	93	72.0%	58.1%	50.5%	31.2%
10:30	93	69.9%	59.1%	47.3%	33.3%
11:30	93	65.6%	49.5%	37.6%	25.8%
12:30	93	61.3%	49.5%	36.6%	21.5%
1:30	93	68.8%	55.9%	39.8%	26.9%
2:30	93	57.0%	45.2%	32.3%	18.3%
3:30	85	54.1%	38.8%	24.7%	14.1%
Average	643	64.2%	51.0%	38.6%	24.6%

Entry (ET)	Sessions	Hit +25%	Hit +50%	Hit +100%	Hit +200%
9:30	93	65.6%	53.8%	40.9%	26.9%
10:30	93	72.0%	58.1%	39.8%	26.9%
11:30	93	67.7%	54.8%	39.8%	22.6%
12:30	93	67.7%	49.5%	38.7%	26.9%
1:30	93	67.7%	50.5%	38.7%	24.7%
2:30	93	71.0%	57.0%	45.2%	24.7%
3:30	87	56.3%	43.7%	26.4%	16.1%
Average	645	67.0%	52.6%	38.6%	24.2%

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

April 9 to August 20, 2026.

Entry (ET)	Sessions	Hit +25%	Hit +50%	Hit +100%	Hit +200%
9:30	54	70.4%	61.1%	53.7%	35.2%
10:30	56	71.4%	64.3%	51.8%	35.7%
11:30	54	72.2%	53.7%	38.9%	27.8%
12:30	51	62.7%	54.9%	43.1%	23.5%
1:30	52	71.2%	57.7%	44.2%	26.9%
2:30	51	56.9%	45.1%	35.3%	19.6%
3:30	43	51.2%	39.5%	20.9%	7.0%
Average	361	65.7%	54.3%	41.8%	25.8%

Entry (ET)	Sessions	Hit +25%	Hit +50%	Hit +100%	Hit +200%
9:30	54	61.1%	51.9%	42.6%	27.8%
10:30	56	67.9%	53.6%	39.3%	30.4%
11:30	54	68.5%	55.6%	37.0%	20.4%
12:30	51	60.8%	41.2%	33.3%	21.6%
1:30	52	65.4%	42.3%	34.6%	23.1%
2:30	51	68.6%	54.9%	37.3%	19.6%
3:30	45	48.9%	35.6%	20.0%	13.3%
Average	363	63.4%	48.2%	35.3%	22.6%

Entry (ET)	Sessions	Hit +25%	Hit +50%	Hit +100%	Hit +200%
9:30	35	71.4%	51.4%	42.9%	28.6%
10:30	33	66.7%	48.5%	36.4%	27.3%
11:30	35	54.3%	42.9%	37.1%	22.9%
12:30	38	60.5%	42.1%	28.9%	18.4%
1:30	37	67.6%	56.8%	35.1%	29.7%
2:30	38	57.9%	44.7%	26.3%	15.8%
3:30	38	57.9%	39.5%	28.9%	21.1%
Average	254	62.2%	46.5%	33.4%	23.2%

Entry (ET)	Sessions	Hit +25%	Hit +50%	Hit +100%	Hit +200%
9:30	35	71.4%	57.1%	40.0%	25.7%
10:30	33	81.8%	66.7%	45.5%	24.2%
11:30	35	71.4%	60.0%	48.6%	28.6%
12:30	38	81.6%	63.2%	47.4%	34.2%
1:30	37	70.3%	62.2%	45.9%	29.7%
2:30	38	73.7%	60.5%	57.9%	34.2%
3:30	38	65.8%	52.6%	34.2%	18.4%
Average	254	73.6%	60.2%	45.7%	27.9%

Best 20-Delta Historical Setups by Profit Target

April 9 to August 20, 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	10:30
Hit rate	81.8%	66.7%	57.9%	35.7%
Sessions	33	33	38	56