Monthly OpEx

August 2025 - SPX & SPX Index Options Historical Performance

August monthly OpEx coming up tomorrow morning, updated performance for the strategy covered in previous two OpEx posts:

Underwhelming performance since the end of the period covered in the paper so far.

Updated historical performance for OpEx - SPX Options:

(All option $payoffs on $200k notional position size)

1-DTE SPX Options:

Overnight:

US RTH Session:

Have a great end to the week!