Dr. Ryan D. DeRousselle

people sleep on how often $SPY makes $0.30–$0.50 moves. not in a week. not in a day. in a single 5-minute. this happens constantly. especially at whole dollar levels where price tends to pause, react, and move. and here's why that matters for 0DTE: that $0.30–$0.50 move on a 1-strike OTM option = +15–25% gain. in 1–5 minutes. before theta has time to do anything meaningful. now here's the truth about bigger moves: $SPY absolutely moves $1, $2, $3+ in a single session. all the time. but here's the problem: you don't know at minute 2 whether you're in the start of a $3 flush... or a $0.50 bounce that's about to reverse. nobody does. the first $0.30–$0.50 reaction off a level is the ONLY part of the move that's predictable. it's the initial impulse. the first rejection. the moment the level proves it's real. everything after that is an extension you can't reliably call. and while you're waiting to find out... theta is eating your premium every single minute. so i don't wait. i take the predictable part. i leave the unpredictable part to someone else. 1–5 minutes. 15 max. +15% and out. the move you can predict is the move you should capture. that's it. rules: • first reaction at level = the trade • $0.30–$0.50 = +15–30% on 0DTE • 1–5 min hold. 15 max. theta changes the math after that.

$CVS 01 MAY 26 $84 CALL $0.16 DOUBLE INSIDE BAR + HUGE GAP ABOVE + RELATIVE STRENGTH

SUNS/THUNDER