Monthly OpEx
July 2025 - SPX & SPX Index Options Historical Performance
Previous OpEx:
Updated performance for the paper from the previous post:
Worked well last OpEx, however, since publication performance has dropped off and remain flat (Dec 2021.)
Updated historical performance for OpEx - SPX Options:
(All option $payoffs on $200k notional position size)
1-DTE SPX Options:
Overnight:
RTH Session:
Have a great end to the week!