0DTE
0DTE Butterflies Calendars Desk Notes Diagonals Synthetics Verticals
-
A Planned Exit Is Not a Maximum Loss: Sizing Same-Day Index Spreads
A stop on a same-day index spread is a plan, not a guarantee. A rules-first guide to sizing 0DTE spreads to the loss the structure can produce, why fast markets skip exits, and how width sets risk, with illustrative numbers.
