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Strategy Templates

  • 0DTE Structures — Same-day expiration verticals and iron condors on SPX/SPY — auction dynamics, compressed theta/gamma profiles, and gap/gamma risks. status: draft
  • Butterflies — Three-strike tent structures — iron butterflies, broken-wing variants, pin risk, and cheap-tail directional expressions. status: stable
  • Calendars and Diagonals — Time spreads across two expirations — theta harvesting, term-structure trades, and the diagonal as a delta-tilted income structure. status: stable
  • Gamma Scalping — Long gamma plus delta-neutral rebalancing — buying realized volatility via stock hedges, paying theta, and when realized beats implied. status: stable
  • Iron Condor — Short call spread above plus short put spread below — the archetype short-delta-premium, range-bound income structure with defined risk. status: stable
  • Ratio Spreads — Unequal-leg spreads — backspreads (long gamma/vega) and front ratios (short gamma with an unhedged tail), including unlimited-risk warnings and skew harvesting. status: stable
  • Vertical Spreads — Same-expiration call or put spreads in debit and credit forms — the directional building block of defined-risk premium strategies. status: stable

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