MEIC Roundtable 2026: Tammy Chambless, Dan Sheridan and Three MEIC Traders
Dan Sheridan hosts Tammy Chambless and three MEIC traders on 0DTE iron condors in 2026, from Optimizer entry times to slippage, stops and automation.
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Interview
14 posts tagged Interview.
21 DTE SPX Iron Condor: A Bullish-Leaning Condor With an IV Percentile Cap
A 21 DTE SPX iron condor (25-delta put, 15-delta call, 10 wide) won 92% of the time in its backtest from May 2025. The setup, the IV cap and the regime caveat.
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All Correlations Go to One: David Romeo on Double Calendars and Tail Risk
David Romeo had 10 double calendars that looked uncorrelated until one move hit them all. Here is how he now builds a portfolio around tail risk instead.
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Double Long Diagonals on SPX: Tom Lei on Calendars, Theta and Flies
Tom Lei explains where a double calendar's edge comes from and why he moved into double long diagonals with a built-in floor of about $10 of intrinsic value.
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JJ Kinahan on Position Sizing and the 2 Spreads to Learn First
Cboe's JJ Kinahan tells Dan Sheridan why new traders should learn verticals and calendars first, start with one contract, and stay inside their risk band.
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From Wall Street Bets to Risk Manager: Tom Lei on SPX Options
Tom Lei went from WSB-era long calls to SPX calendars and double diagonals: two risk pillars, why he rarely worries about win rate, and his backtested target.
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A Vol Desk Veteran on 0DTE, Gamma Walls and What Changed in 2026
Former bank vol desk head Imran Lakha reviews two Option Omega backtests: a VIX-filtered reverse iron condor and a 5/7 double calendar that moved earlier.
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Tom Sosnoff on 0DTE, Automation and Where Retail Options Trading Is Headed
Tom Sosnoff tells Dan Sheridan why he barely trades 0DTE, why 30+ days is his wheelhouse, and how he thinks about automation and position size.
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How Tammy Chambless Trades 0DTE Iron Condors in 2026: What Changed in Her MEIC
Tammy Chambless backtests her MEIC every month. Here is what changed in 2026 — earlier entries, triple the slippage — and why she still holds to expiration.
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The End of the PDT Rule: Scott Sheridan's 7-Year Fight to Kill It
Scott Sheridan spent years pushing FINRA to end the $25,000 pattern day trader rule. He explains how it happened and his view of the new $2,000 minimum.
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Moving From Risk to “Risk-Free”: Tomas Byron Explains the Condor Nest
Tomas Byron explains the Condor Nest, which starts with a double calendar and converts it into an iron condor to change the risk profile and provide margin relief.
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Big ERN on 15 Years of Selling SPX Options: Sizing, Stops and 0DTE
Karsten Jeske (Big ERN) has sold S&P 500 options since 2011. How he sizes for a once-in-40-year event, why he dropped VIX hedges, and how 0DTE smoothed returns.
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How a Professional Trader Uses Backtesting: Tomas Byron on Premium Data
Tomas Byron uses Option Omega backtests as a data source, not a strategy finder. Here is his method, plus his views on volatility premium and calendars.
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Tesla Options Trade Ideas: A Ratio Diagonal Instead of 100 Shares
Erik from Outlier Trading builds a long Tesla trade with options, from chart context to a ratio diagonal modeled in Option Omega, plus the bearish put version.
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