Three and a half years of 0DTE data, one clear takeaway: when you roll your iron condor matters as much as whether you roll it at all. Market Measures brings back Kai for part two of the most well-received research series on the show and this time the data gets more specific.
Call spread vs put spread rolling behave completely differently under IV, and rolling after noon is almost always the wrong move. If you trade 0DTE options, the timing rules in this episode are worth building into your process today.
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CHAPTERS:
00:00 0DTE Rolling Part 2 Intro: What Part 1 Left Unanswered
00:51 Recap: Part 1 Rolling Rules and Profit Targets
01:33 New Study: Adjusting Profit Target for Total Premium
02:30 Call Spread vs Put Side Rolling Behavior
06:00 How IV Imp...