Tastytrade 0 DTE study

status1

Well-known member
I have seen some of the studies that tastytrade is doing on 0 DTE type trades
Here is one of them


They divided the trading day into 3 2hour and 10 min time intervals and according to their study about 50% of the remaining decay happens in the last 2hr and 10 min
 
I have seen some of the studies that tastytrade is doing on 0 DTE type trades
Here is one of them


They divided the trading day into 3 2hour and 10 min time intervals and according to their study about 50% of the remaining decay happens in the last 2hr and 10 min

This is unexpected: Still pondering. (20 Delta Strangle Decay low vs high IV.
 
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