Two studies from the research desk. The first finds that holding a zero DTE position to the close produces a higher average result, then argues you should take it off early anyway, because the return per hour and the size of the daily swing both improve when you do. The second compares one longer dated trade against three shorter ones over the same window. Neither is better. The shorter sequence collects more and gets punished harder in sustained volatility. Study results are historical, not predictive. 📊 tastylive: tastylive.com 📰 Get Tom's pre-market analysis every morning: tastylive.com/newsletters 📘 FREE Options Strategy Guide: tinyurl.com/bp9ms763 📱 Follow tastylive on X: x.com/tastyliveshow Chapters 0:00 Who watches on a Friday 1:13 Which breaches recover more often 2:44 Two big rallies in a row 3:40 Why he rolled intraday 4:36 The first study begins 5:21 Why profit targets work 6:03 Gamma in the last minutes 6:50 Why wing width cha...