Risk $5 to Make $50: How to Pick 0DTE Iron Condor Strikes by Spread Premium
Spread premium targeting picks 0DTE iron condor strikes by what each entry collects or risks, not by delta. Credit and debit examples, backtested in 2026.
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Reverse Iron Condor
5 posts tagged Reverse Iron Condor.
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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How to Backtest 0DTE XSP Strategies (When XSP Data Isn't Good Enough)
XSP is too illiquid to backtest well, so we test on SPX with realistic fees and no exits, then size down. Here is a 4-trade 0DTE XSP portfolio built that way.
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Beyond 0DTE Iron Condors: RIC, Stalingrad and Scorpion Backtests
Three backtested concepts beyond 0DTE iron condors (a long-vol RIC, the Stalingrad double calendar and the Scorpion ratio spread) and how to stress-test them.
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3 SPX Options Setups Beyond 0DTE Credit Selling: DLD, DC and RIC
Three SPX backtests for traders heavy in short-vega 0DTE credit trades: a double long diagonal, a double calendar and a 0DTE reverse iron condor.
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