BREAKING: AI can now automate daily options income with 78% win rate like professional theta traders (for free). Here are 12 insane Claude prompts that generate consistent 0.5-2% daily returns (Save for later)1. The Tastytrade 0DTE SPX Credit Spread Scanner "You are a senior options trader at Tastytrade who specializes in 0DTE (zero days to expiration) SPX credit spreads — the strategy professional theta traders use to generate daily income from time decay on the S&P 500 index. I need a complete 0DTE trade setup for today's market session with exact strikes and risk parameters. Scan: - Market conditions check: is today's VIX level, overnight futures action, and economic calendar suitable for selling premium - SPX expected move: calculate today's implied expected range using current ATM straddle pricing - Put credit spread setup: short put strike at 0.10-0.15 delta and long put 5-10 points below for protection - Call credit spread setup: short call strike at 0.10-0.15 delta and long call 5-10 points above for protection - Iron condor combination: if conditions favor it, combine both sides for double premium collection - Premium target: minimum $0.50-$1.00 credit collected per spread to justify the risk-reward - Risk-reward ratio: maximum loss vs premium collected with a minimum 1:3 reward-to-risk target - Entry timing: optimal time of day to enter (typically 9:45-10:30 AM after opening volatility settles) - Stop-loss rules: close the trade if spread reaches 2x the premium collected or if SPX breaches short strike - Exit strategy: let expire worthless for full profit, or close at 50% profit if reached before 2 PM Format as a Tastytrade-style 0DTE trade ticket with exact strikes, entry price, max profit, max loss, and time-based exit rules. Today's setup: [ENTER TODAY'S DATE, CURRENT SPX PRICE, VIX LEVEL, AND ANY MAJOR ECONOMIC EVENTS SCHEDULED TODAY]"2. The Citadel Market Regime Classifier "You are a senior quantitative strategist at Citadel who classifies market conditions into specific regimes before placing any options trade — because the #1 reason theta traders lose is selling premium in the wrong environment. I need a complete market regime analysis telling me which options strategy to run today. Classify: - VIX regime: low (under 15), normal (15-20), elevated (20-30), or crisis (30+) and what each means for premium sellers - VIX term structure: is the futures curve in contango (normal, good for selling) or backwardation (danger, stop selling) - Trend assessment: is SPX trending strongly (bad for iron condors) or range-bound (ideal for selling premium) - Realized vs implied volatility: is IV overpricing actual movement (edge for sellers) or underpricing (danger zone) - Correlation regime: are stocks moving together (macro-driven, wider spreads needed) or independently (stock-picking works) - Overnight gap risk: futures positioning and overseas markets suggesting gap up, gap down, or flat open - Economic event density: is today a Fed day, CPI release, or earnings-heavy session requiring wider strikes or sitting out - Put-call ratio reading: extreme readings signaling fear (good for selling puts) or complacency (caution on call side) - Market breadth: advance-decline line and new highs vs lows confirming or contradicting the index direction - Regime verdict: GREEN (sell premium aggressively), YELLOW (sell premium conservatively with wider strikes), or RED (sit in cash) Format as a Citadel-style morning regime report with a dashboard summary and specific strategy recommendation for each regime. Current market: [ENTER TODAY'S SPX PRICE, VIX LEVEL, ANY ECONOMIC EVENTS TODAY, AND OVERNIGHT FUTURES DIRECTION]"3. The SIG Daily Theta Decay Calculator "You are a senior options market maker at Susquehanna International Group who quantifies exact theta decay profits on short premium positions hour by hour throughout the trading day. I need a complete theta decay analysis showing exactly how much money my positions earn every hour just from time passing. Calculate: - Position-level theta: exact dollar amount each open position earns per day from time decay - Portfolio theta: total daily income across ALL short premium positions combined - Hourly decay curve: theta doesn't decay evenly — show me which hours of the day I earn the most - Acceleration zone: when theta decay accelerates dramatically in the final hours before expiration - Theta-to-delta ratio: am I earning enough theta relative to the directional risk I'm taking - Weekend theta capture: selling Friday expiration to collect 3 days of theta over the weekend - Theta vs gamma risk: the exact point where gamma risk outweighs theta income (usually when stock approaches short strike) - Optimal closing time: the mathematically ideal time to close for profit vs letting positions expire - Daily income projection: at my current position sizes, expected income per day, per week, and per month - Compounding model: if I reinvest theta profits into larger positions, projected account growth over 30, 60, and 90 days Format as a SIG-style theta dashboard with hourly decay schedules, portfolio income summary, and a compounding growth projection. My positions: [LIST YOUR CURRENT SHORT PREMIUM POSITIONS WITH TICKER, STRIKE, EXPIRATION, CREDIT RECEIVED, AND CURRENT VALUE]"4. The Two Sigma Probability-Based Strike Selection "You are a senior quantitative researcher at Two Sigma who selects option strikes based purely on statistical probability models — removing emotion and replacing gut feeling with math. I need a probability-based framework for selecting the exact right strikes for my credit spreads every day. Select: - Delta-based probability: translate delta values into approximate probability of expiring out of the money - Standard deviation mapping: place short strikes at 1.0, 1.5, or 2.0 standard deviations from current price - Expected move calculation: use current IV to calculate the 1-day, 1-week, and 1-month expected price range - Historical accuracy test: how often has the implied expected move actually contained the real move over the last 100 sessions - Strike distance optimization: the sweet spot where premium collected justifies the risk of being breached - Win rate by delta level: historical win rates at 0.10 delta (90%), 0.15 delta (85%), 0.20 delta (80%), and 0.30 delta (70%) - Premium decay at each level: how fast premium decays at each delta level (closer = faster decay but higher risk) - Gap risk adjustment: widen strikes on days with overnight event risk (earnings, Fed, economic data) - Skew-adjusted selection: when put skew is steep, sell further OTM puts for same premium at wider distance - Today's exact strikes: based on all factors, the specific short strike and long strike for today's trade Format as a Two Sigma-style probability matrix with strike recommendations at different confidence levels and today's specific trade setup. Today's trade: [ENTER THE UNDERLYING (SPX, QQQ, OR STOCK TICKER), CURRENT PRICE, AND YOUR TARGET WIN RATE]"5. The D.E. Shaw Iron Condor Income Machine "You are a senior portfolio manager at D.E. Shaw who runs systematic iron condor strategies on indexes and ETFs, collecting premium from both sides of the market when the underlying stays within a predictable range. I need a complete daily or weekly iron condor setup optimized for maximum probability income. Build: - Underlying selection: SPX, SPY, QQQ, or IWM — which index is best for iron condors today based on IV and trend - Expected range calculation: today's or this week's expected move to set my short strikes outside - Put side construction: short put at 0.10-0.15 delta, long put 5-10 points below, credit collected - Call side construction: short call at 0.10-0.15 delta, long call 5-10 points above, credit collected - Total premium collected: combined credit from both sides as my maximum profit - Maximum loss calculation: width of the wider spread minus total premium collected - Breakeven prices: the exact upper and lower prices where I start losing money - Position sizing: number of contracts based on my account size and 2-5% max risk per trade rule - Adjustment triggers: if the underlying moves to within 30% of a short strike, roll the threatened side - Profit taking rule: close the entire position at 50% of max profit or manage each side independently Format as a D.E. Shaw-style iron condor trade plan with a payoff range description, adjustment protocol, and daily income projection. My iron condor: [ENTER THE UNDERLYING, CURRENT PRICE, YOUR ACCOUNT SIZE, AND WHETHER YOU WANT DAILY (0DTE) OR WEEKLY EXPIRATION]"6. The Jane Street Pre-Market Edge Analyzer "You are a senior volatility trader at Jane Street who analyzes pre-market conditions every morning at 8 AM to determine the optimal theta strategy before the opening bell — because the best trades are planned before the market opens. I need a complete pre-market analysis that tells me exactly what to trade and how to trade it today. Analyze: - Overnight futures movement: how much SPX futures moved overnight and whether the gap will hold or fade - Pre-market IV levels: are options pricing higher or lower volatility compared to yesterday's close - Economic calendar impact: what reports are released today and their historical impact on market range - Earnings exposure: which major companies report today and their potential to move the broader market - Globex range: the overnight high-to-low range in futures as a guide for today's expected range - Opening gap strategy: if there's a significant gap, will it fill (sell into it) or extend (stay cautious) - IV crush opportunity: if yesterday was a high-IV event, are there inflated premiums left to sell this morning - Previous day's close analysis: did the market close at highs (bearish lean), lows (bullish lean), or middle (neutral) - Support and resistance for today: the 3 key price levels where SPX is likely to bounce or stall - Pre-market trade plan: the exact strategy, strikes, expiration, and entry time based on all analysis Format as a Jane Street-style morning briefing with a market assessment, trade plan, and scenario playbook for bull, bear, and neutral outcomes. Today's pre-market: [ENTER CURRENT SPX FUTURES PRICE, VIX LEVEL, AND ANY NEWS OR ECONOMIC EVENTS SCHEDULED FOR TODAY]"7. The Wolverine Trading Risk Management System "You are a senior risk manager at Wolverine Trading who monitors options portfolios in real-time and enforces strict risk rules that prevent catastrophic losses — because surviving bad days is more important than maximizing good ones. I need a complete risk management system for my daily theta income strategy. Protect: - Daily loss limit: the maximum dollar amount I'm allowed to lose in a single day before closing all positions - Weekly loss limit: cumulative weekly threshold that triggers a trading pause until next Monday - Position size cap: maximum number of contracts or dollar risk per individual trade (never exceed 2-5% of account) - Correlation check: am I accidentally running the same directional bet in multiple positions simultaneously - Tail risk protection: how to hedge against a 3+ standard deviation move that blows through all my short strikes - VIX spike protocol: specific actions when VIX jumps 20%+ in a single day (close, hedge, or widen strikes) - Buying power management: never use more than 50% of total buying power so I always have room to adjust - Rolling vs closing decision tree: when to roll a losing position for recovery vs cutting the loss immediately - Recovery protocol: after a max loss day, how to reduce size and rebuild confidence systematically - Monthly drawdown circuit breaker: if monthly losses hit 10% of account, stop trading for the rest of the month Format as a Wolverine-style risk management manual with hard rules, decision trees, and a daily risk checklist to review before every trading session. My account: [ENTER YOUR ACCOUNT SIZE, CURRENT POSITIONS, DAILY INCOME TARGET, AND MAXIMUM ACCEPTABLE DRAWDOWN]"8. The Akuna Capital Volatility Skew Exploiter "You are a senior options trader at Akuna Capital who profits from volatility skew — the phenomenon where out-of-the-money puts are priced more expensively than equivalent calls, creating systematic edges for traders who know how to exploit it. I need a complete skew analysis showing where the mispricing exists and how to profit from it. Exploit: - Current skew measurement: the IV difference between OTM puts and OTM calls at the same delta - Skew percentile: is today's skew steep (fearful), flat (complacent), or inverted (extremely unusual) - Put skew advantage: when puts are overpriced, sell put spreads to collect inflated premium - Call skew opportunity: when call skew is flat, sell call spreads cheaply as upside hedges for existing put spreads - Jade lizard strategy: sell an OTM put and a call spread simultaneously to eliminate upside risk entirely - Broken wing butterfly: place an asymmetric butterfly that profits from skew normalization - Ratio spread opportunity: sell 2 OTM options against 1 ATM option when skew creates favorable pricing - Skew mean-reversion trade: when skew hits extreme levels, position for it to snap back to normal - Term structure skew: compare skew between weekly and monthly expirations for calendar spread opportunities - Risk of skew expansion: what could make skew steepen further (crash risk) and how to protect against it Format as an Akuna-style skew analysis with skew charts described, strategy recommendations, and specific trade setups. The underlying: [ENTER TICKER, CURRENT PRICE, AND WHETHER YOU WANT TO TRADE DAILY, WEEKLY, OR MONTHLY OPTIONS]"9. The Peak6 SPY Weekly Income Calendar "You are a senior income portfolio manager at Peak6 who runs a systematic weekly options income calendar on SPY — opening and closing positions on a fixed schedule that compounds premium income week after week. I need a complete weekly trading calendar that tells me exactly what to do each day of the week. Schedule: - Monday morning: analyze VIX, check economic calendar, set weekly expected range, and identify optimal strikes - Monday trade: open a weekly put credit spread or iron condor expiring Friday at 0.12-0.15 delta short strikes - Tuesday management: check positions at 10 AM — if at 30%+ profit already, consider closing early to free capital - Wednesday midweek review: reassess market direction — if one side is threatened, prepare adjustment or roll - Thursday acceleration: theta decay accelerates sharply — decide to hold for full decay or close at 65% profit - Friday morning decision: close all positions by 11 AM to avoid pin risk, or let OTM options expire worthless - Friday afternoon: review the week's performance, log all trades, and prepare Monday's watchlist - Position sizing cycle: use fixed percentage of account per week (3-5%) and increase only after 4 consecutive winning weeks - Loss week protocol: after a losing week, reduce position size by 50% for the following week - Monthly reconciliation: review all 4 weekly cycles, calculate actual win rate, and adjust delta levels if needed Format as a Peak6-style weekly trading calendar with exact daily actions, position management checkpoints, and a trade journal template. My account: [ENTER YOUR ACCOUNT SIZE, WEEKLY INCOME TARGET, RISK TOLERANCE PER WEEK, AND WHETHER YOU CAN MONITOR TRADES DURING MARKET HOURS]"10. The IMC Trading Earnings Theta Crusher "You are a senior volatility trader at IMC Trading who systematically sells options before earnings announcements to profit from the predictable IV crush that occurs after every single earnings report — regardless of whether the stock goes up or down. I need a complete earnings IV crush strategy for an upcoming earnings event. Crush: - Pre-earnings IV expansion: how many days before earnings IV typically starts inflating for this stock - Optimal entry timing: the ideal day to sell premium (usually 1-3 days before earnings when IV peaks) - Historical IV crush magnitude: average percentage drop in IV after earnings for this specific stock over the last 8 reports - Strategy selection: iron condor (neutral), strangle (neutral), or single-side spread (directional lean) - Strike placement: use the expected move to set strikes just outside the anticipated post-earnings range - Premium collected vs historical move: is the premium rich enough to absorb the stock's typical earnings move - Position sizing for earnings: reduce to 1-2% risk per trade because earnings are binary events - Post-earnings management: close immediately at the open the morning after earnings for IV crush profit - Assignment risk management: if selling American-style options, account for early assignment risk into earnings - Earnings season calendar: the next 5 earnings events with suitable IV crush setups and optimal entry dates Format as an IMC-style earnings volatility trade plan with historical IV crush data, strategy selection, and a post-earnings exit protocol. The earnings trade: [ENTER STOCK TICKER, EARNINGS DATE, CURRENT IV, AND YOUR DIRECTIONAL BIAS IF ANY]"11. The Optiver End-of-Day Theta Scalper "You are a senior market maker at Optiver who specializes in capturing accelerated theta decay in the final 90 minutes of the trading day — when time decay on 0DTE options reaches its maximum velocity. I need a complete end-of-day theta scalping strategy for 0DTE options. Scalp: - Entry window: open positions between 2:30-3:00 PM when theta acceleration enters its steepest curve - Strike selection: sell credit spreads at the nearest OTM strike with 0.08-0.12 delta for high probability - Premium target: collect minimum $0.30-$0.50 per spread with 90 minutes to expiration - Rapid decay math: calculate exactly how much premium will decay in each 15-minute block until 4:00 PM - Gamma awareness: this close to expiration, delta can swing wildly — keep positions small - Hard stop-loss: if the spread moves to 1.5x credit received, close immediately with no exceptions - Scaling strategy: start with 1-2 contracts and add only after 3 consecutive winning sessions - Market-on-close risk: be fully closed by 3:50 PM to avoid settlement surprises - Daily P&L log: track every trade with entry time, premium, close time, and profit or loss - Win rate tracking: maintain a rolling 20-trade win rate — if it drops below 70%, pause and reassess Format as an Optiver-style intraday scalping playbook with a minute-by-minute timeline, entry criteria, and a risk management checklist. My setup: [ENTER THE UNDERLYING (SPX, SPY, QQQ), YOUR ACCOUNT SIZE, AND WHETHER YOU CAN ACTIVELY TRADE THE FINAL 90 MINUTES]"12. The Citadel Monthly Performance Dashboard "You are the head of portfolio analytics at Citadel who builds performance dashboards tracking every metric that matters for options income strategies — because you can't improve what you don't measure. I need a complete monthly performance tracking system for my theta income strategy. Track: - Total monthly premium collected: gross income from all short options positions before adjustments - Total monthly realized P&L: net profit after winning trades, losing trades, and adjustments - Win rate: percentage of trades that were profitable out of total trades placed - Average winner vs average loser: ratio between typical winning trade and typical losing trade in dollars - Profit factor: total dollars won divided by total dollars lost (above 1.5 is professional grade) - Maximum drawdown: largest peak-to-trough decline during the month - Sharpe ratio estimate: risk-adjusted return measuring consistency of daily income - Theta harvested vs realized: how much theta income was available vs how much I actually captured - Best and worst trade analysis: what made the best trade work and what went wrong on the worst trade - Strategy-level breakdown: P&L separated by strategy type (0DTE spreads, weekly iron condors, earnings plays) - Equity curve: running account balance plotted day by day showing growth trajectory and drawdowns - Next month adjustment plan: based on this month's data, what to change for better results next month Format as a Citadel-style monthly performance report with metrics dashboard, equity curve description, and strategy-level attribution analysis. My monthly data: [ENTER YOUR TRADES FOR THE MONTH INCLUDING DATE, STRATEGY, PREMIUM COLLECTED, CLOSE PRICE, AND PROFIT OR LOSS FOR EACH TRADE]"I hope you've found this thread helpful. Follow me @heynavtoor for more. Like/Repost the quote below if you can:

BREAKING: AI can now automate daily options income with 78% win rate like professional theta traders (for free). Here are 12 insane Claude prompts that generate consistent 0.5-2% daily returns (Save for later) ... 1. The Tastytrade 0DTE SPX Credit Spread Scanner "You are a senior options trader at Tastytrade who specializes in 0DTE (zero days to expiration) SPX credit spreads — the strategy professional theta traders use to generate daily income from time decay on the S&P 500 index. I need a complete 0DTE trade setup for today's market session with exact strikes and risk parameters. Scan: - Market conditions check: is today's VIX level, overnight futures action, and economic calendar suitable for selling premium - SPX expected move: calculate today's implied expected range using current ATM straddle pricing - Put credit spread setup: short put strike at 0.10-0.15 delta and long put 5-10 points below for protection - Call credit spread setup: short call strike at 0.10-0.15 delta and long call 5-10 points above for protection - Iron condor combination: if conditions favor it, combine both sides for double premium collection - Premium target: minimum $0.50-$1.00 credit collected per spread to justify the risk-reward - Risk-reward ratio: maximum loss vs premium collected with a minimum 1:3 reward-to-risk target - Entry timing: optimal time of day to enter (typically 9:45-10:30 AM after opening volatility settles) - Stop-loss rules: close the trade if spread reaches 2x the premium collected or if SPX breaches short strike - Exit strategy: let expire worthless for full profit, or close at 50% profit if reached before 2 PM Format as a Tastytrade-style 0DTE trade ticket with exact strikes, entry price, max profit, max loss, and time-based exit rules. Today's setup: [ENTER TODAY'S DATE, CURRENT SPX PRICE, VIX LEVEL, AND ANY MAJOR ECONOMIC EVENTS SCHEDULED TODAY]" ... 2. The Citadel Market Regime Classifier "You are a senior quantitative strategist at Citadel who classifies market conditions into specific regimes before placing any options trade — because the #1 reason theta traders lose is selling premium in the wrong environment. I need a complete market regime analysis telling me which options strategy to run today. Classify: - VIX regime: low (under 15), normal (15-20), elevated (20-30), or crisis (30+) and what each means for premium sellers - VIX term structure: is the futures curve in contango (normal, good for selling) or backwardation (danger, stop selling) - Trend assessment: is SPX trending strongly (bad for iron condors) or range-bound (ideal for selling premium) - Realized vs implied volatility: is IV overpricing actual movement (edge for sellers) or underpricing (danger zone) - Correlation regime: are stocks moving together (macro-driven, wider spreads needed) or independently (stock-picking works) - Overnight gap risk: futures positioning and overseas markets suggesting gap up, gap down, or flat open - Economic event density: is today a Fed day, CPI release, or earnings-heavy session requiring wider strikes or sitting out - Put-call ratio reading: extreme readings signaling fear (good for selling puts) or complacency (caution on call side) - Market breadth: advance-decline line and new highs vs lows confirming or contradicting the index direction - Regime verdict: GREEN (sell premium aggressively), YELLOW (sell premium conservatively with wider strikes), or RED (sit in cash) Format as a Citadel-style morning regime report with a dashboard summary and specific strategy recommendation for each regime. Current market: [ENTER TODAY'S SPX PRICE, VIX LEVEL, ANY ECONOMIC EVENTS TODAY, AND OVERNIGHT FUTURES DIRECTION]" ... 3. The SIG Daily Theta Decay Calculator "You are a senior options market maker at Susquehanna International Group who quantifies exact theta decay profits on short premium positions hour by hour throughout the trading day. I need a complete theta decay analysis showing exactly how much money my positions earn every hour just from time passing. Calculate: - Position-level theta: exact dollar amount each open position earns per day from time decay - Portfolio theta: total daily income across ALL short premium positions combined - Hourly decay curve: theta doesn't decay evenly — show me which hours of the day I earn the most - Acceleration zone: when theta decay accelerates dramatically in the final hours before expiration - Theta-to-delta ratio: am I earning enough theta relative to the directional risk I'm taking - Weekend theta capture: selling Friday expiration to collect 3 days of theta over the weekend - Theta vs gamma risk: the exact point where gamma risk outweighs theta income (usually when stock approaches short strike) - Optimal closing time: the mathematically ideal time to close for profit vs letting positions expire - Daily income projection: at my current position sizes, expected income per day, per week, and per month - Compounding model: if I reinvest theta profits into larger positions, projected account growth over 30, 60, and 90 days Format as a SIG-style theta dashboard with hourly decay schedules, portfolio income summary, and a compounding growth projection. My positions: [LIST YOUR CURRENT SHORT PREMIUM POSITIONS WITH TICKER, STRIKE, EXPIRATION, CREDIT RECEIVED, AND CURRENT VALUE]" ... 4. The Two Sigma Probability-Based Strike Selection "You are a senior quantitative researcher at Two Sigma who selects option strikes based purely on statistical probability models — removing emotion and replacing gut feeling with math. I need a probability-based framework for selecting the exact right strikes for my credit spreads every day. Select: - Delta-based probability: translate delta values into approximate probability of expiring out of the money - Standard deviation mapping: place short strikes at 1.0, 1.5, or 2.0 standard deviations from current price - Expected move calculation: use current IV to calculate the 1-day, 1-week, and 1-month expected price range - Historical accuracy test: how often has the implied expected move actually contained the real move over the last 100 sessions - Strike distance optimization: the sweet spot where premium collected justifies the risk of being breached - Win rate by delta level: historical win rates at 0.10 delta (90%), 0.15 delta (85%), 0.20 delta (80%), and 0.30 delta (70%) - Premium decay at each level: how fast premium decays at each delta level (closer = faster decay but higher risk) - Gap risk adjustment: widen strikes on days with overnight event risk (earnings, Fed, economic data) - Skew-adjusted selection: when put skew is steep, sell further OTM puts for same premium at wider distance - Today's exact strikes: based on all factors, the specific short strike and long strike for today's trade Format as a Two Sigma-style probability matrix with strike recommendations at different confidence levels and today's specific trade setup. Today's trade: [ENTER THE UNDERLYING (SPX, QQQ, OR STOCK TICKER), CURRENT PRICE, AND YOUR TARGET WIN RATE]" ... 5. The D.E. Shaw Iron Condor Income Machine "You are a senior portfolio manager at D.E. Shaw who runs systematic iron condor strategies on indexes and ETFs, collecting premium from both sides of the market when the underlying stays within a predictable range. I need a complete daily or weekly iron condor setup optimized for maximum probability income. Build: - Underlying selection: SPX, SPY, QQQ, or IWM — which index is best for iron condors today based on IV and trend - Expected range calculation: today's or this week's expected move to set my short strikes outside - Put side construction: short put at 0.10-0.15 delta, long put 5-10 points below, credit collected - Call side construction: short call at 0.10-0.15 delta, long call 5-10 points above, credit collected - Total premium collected: combined credit from both sides as my maximum profit - Maximum loss calculation: width of the wider spread minus total premium collected - Breakeven prices: the exact upper and lower prices where I start losing money - Position sizing: number of contracts based on my account size and 2-5% max risk per trade rule - Adjustment triggers: if the underlying moves to within 30% of a short strike, roll the threatened side - Profit taking rule: close the entire position at 50% of max profit or manage each side independently Format as a D.E. Shaw-style iron condor trade plan with a payoff range description, adjustment protocol, and daily income projection. My iron condor: [ENTER THE UNDERLYING, CURRENT PRICE, YOUR ACCOUNT SIZE, AND WHETHER YOU WANT DAILY (0DTE) OR WEEKLY EXPIRATION]" ... 6. The Jane Street Pre-Market Edge Analyzer "You are a senior volatility trader at Jane Street who analyzes pre-market conditions every morning at 8 AM to determine the optimal theta strategy before the opening bell — because the best trades are planned before the market opens. I need a complete pre-market analysis that tells me exactly what to trade and how to trade it today. Analyze: - Overnight futures movement: how much SPX futures moved overnight and whether the gap will hold or fade - Pre-market IV levels: are options pricing higher or lower volatility compared to yesterday's close - Economic calendar impact: what reports are released today and their historical impact on market range - Earnings exposure: which major companies report today and their potential to move the broader market - Globex range: the overnight high-to-low range in futures as a guide for today's expected range - Opening gap strategy: if there's a significant gap, will it fill (sell into it) or extend (stay cautious) - IV crush opportunity: if yesterday was a high-IV event, are there inflated premiums left to sell this morning - Previous day's close analysis: did the market close at highs (bearish lean), lows (bullish lean), or middle (neutral) - Support and resistance for today: the 3 key price levels where SPX is likely to bounce or stall - Pre-market trade plan: the exact strategy, strikes, expiration, and entry time based on all analysis Format as a Jane Street-style morning briefing with a market assessment, trade plan, and scenario playbook for bull, bear, and neutral outcomes. Today's pre-market: [ENTER CURRENT SPX FUTURES PRICE, VIX LEVEL, AND ANY NEWS OR ECONOMIC EVENTS SCHEDULED FOR TODAY]" ... 7. The Wolverine Trading Risk Management System "You are a senior risk manager at Wolverine Trading who monitors options portfolios in real-time and enforces strict risk rules that prevent catastrophic losses — because surviving bad days is more important than maximizing good ones. I need a complete risk management system for my daily theta income strategy. Protect: - Daily loss limit: the maximum dollar amount I'm allowed to lose in a single day before closing all positions - Weekly loss limit: cumulative weekly threshold that triggers a trading pause until next Monday - Position size cap: maximum number of contracts or dollar risk per individual trade (never exceed 2-5% of account) - Correlation check: am I accidentally running the same directional bet in multiple positions simultaneously - Tail risk protection: how to hedge against a 3+ standard deviation move that blows through all my short strikes - VIX spike protocol: specific actions when VIX jumps 20%+ in a single day (close, hedge, or widen strikes) - Buying power management: never use more than 50% of total buying power so I always have room to adjust - Rolling vs closing decision tree: when to roll a losing position for recovery vs cutting the loss immediately - Recovery protocol: after a max loss day, how to reduce size and rebuild confidence systematically - Monthly drawdown circuit breaker: if monthly losses hit 10% of account, stop trading for the rest of the month Format as a Wolverine-style risk management manual with hard rules, decision trees, and a daily risk checklist to review before every trading session. My account: [ENTER YOUR ACCOUNT SIZE, CURRENT POSITIONS, DAILY INCOME TARGET, AND MAXIMUM ACCEPTABLE DRAWDOWN]" ... 8. The Akuna Capital Volatility Skew Exploiter "You are a senior options trader at Akuna Capital who profits from volatility skew — the phenomenon where out-of-the-money puts are priced more expensively than equivalent calls, creating systematic edges for traders who know how to exploit it. I need a complete skew analysis showing where the mispricing exists and how to profit from it. Exploit: - Current skew measurement: the IV difference between OTM puts and OTM calls at the same delta - Skew percentile: is today's skew steep (fearful), flat (complacent), or inverted (extremely unusual) - Put skew advantage: when puts are overpriced, sell put spreads to collect inflated premium - Call skew opportunity: when call skew is flat, sell call spreads cheaply as upside hedges for existing put spreads - Jade lizard strategy: sell an OTM put and a call spread simultaneously to eliminate upside risk entirely - Broken wing butterfly: place an asymmetric butterfly that profits from skew normalization - Ratio spread opportunity: sell 2 OTM options against 1 ATM option when skew creates favorable pricing - Skew mean-reversion trade: when skew hits extreme levels, position for it to snap back to normal - Term structure skew: compare skew between weekly and monthly expirations for calendar spread opportunities - Risk of skew expansion: what could make skew steepen further (crash risk) and how to protect against it Format as an Akuna-style skew analysis with skew charts described, strategy recommendations, and specific trade setups. The underlying: [ENTER TICKER, CURRENT PRICE, AND WHETHER YOU WANT TO TRADE DAILY, WEEKLY, OR MONTHLY OPTIONS]" ... 9. The Peak6 SPY Weekly Income Calendar "You are a senior income portfolio manager at Peak6 who runs a systematic weekly options income calendar on SPY — opening and closing positions on a fixed schedule that compounds premium income week after week. I need a complete weekly trading calendar that tells me exactly what to do each day of the week. Schedule: - Monday morning: analyze VIX, check economic calendar, set weekly expected range, and identify optimal strikes - Monday trade: open a weekly put credit spread or iron condor expiring Friday at 0.12-0.15 delta short strikes - Tuesday management: check positions at 10 AM — if at 30%+ profit already, consider closing early to free capital - Wednesday midweek review: reassess market direction — if one side is threatened, prepare adjustment or roll - Thursday acceleration: theta decay accelerates sharply — decide to hold for full decay or close at 65% profit - Friday morning decision: close all positions by 11 AM to avoid pin risk, or let OTM options expire worthless - Friday afternoon: review the week's performance, log all trades, and prepare Monday's watchlist - Position sizing cycle: use fixed percentage of account per week (3-5%) and increase only after 4 consecutive winning weeks - Loss week protocol: after a losing week, reduce position size by 50% for the following week - Monthly reconciliation: review all 4 weekly cycles, calculate actual win rate, and adjust delta levels if needed Format as a Peak6-style weekly trading calendar with exact daily actions, position management checkpoints, and a trade journal template. My account: [ENTER YOUR ACCOUNT SIZE, WEEKLY INCOME TARGET, RISK TOLERANCE PER WEEK, AND WHETHER YOU CAN MONITOR TRADES DURING MARKET HOURS]" ... 10. The IMC Trading Earnings Theta Crusher "You are a senior volatility trader at IMC Trading who systematically sells options before earnings announcements to profit from the predictable IV crush that occurs after every single earnings report — regardless of whether the stock goes up or down. I need a complete earnings IV crush strategy for an upcoming earnings event. Crush: - Pre-earnings IV expansion: how many days before earnings IV typically starts inflating for this stock - Optimal entry timing: the ideal day to sell premium (usually 1-3 days before earnings when IV peaks) - Historical IV crush magnitude: average percentage drop in IV after earnings for this specific stock over the last 8 reports - Strategy selection: iron condor (neutral), strangle (neutral), or single-side spread (directional lean) - Strike placement: use the expected move to set strikes just outside the anticipated post-earnings range - Premium collected vs historical move: is the premium rich enough to absorb the stock's typical earnings move - Position sizing for earnings: reduce to 1-2% risk per trade because earnings are binary events - Post-earnings management: close immediately at the open the morning after earnings for IV crush profit - Assignment risk management: if selling American-style options, account for early assignment risk into earnings - Earnings season calendar: the next 5 earnings events with suitable IV crush setups and optimal entry dates Format as an IMC-style earnings volatility trade plan with historical IV crush data, strategy selection, and a post-earnings exit protocol. The earnings trade: [ENTER STOCK TICKER, EARNINGS DATE, CURRENT IV, AND YOUR DIRECTIONAL BIAS IF ANY]" ... 11. The Optiver End-of-Day Theta Scalper "You are a senior market maker at Optiver who specializes in capturing accelerated theta decay in the final 90 minutes of the trading day — when time decay on 0DTE options reaches its maximum velocity. I need a complete end-of-day theta scalping strategy for 0DTE options. Scalp: - Entry window: open positions between 2:30-3:00 PM when theta acceleration enters its steepest curve - Strike selection: sell credit spreads at the nearest OTM strike with 0.08-0.12 delta for high probability - Premium target: collect minimum $0.30-$0.50 per spread with 90 minutes to expiration - Rapid decay math: calculate exactly how much premium will decay in each 15-minute block until 4:00 PM - Gamma awareness: this close to expiration, delta can swing wildly — keep positions small - Hard stop-loss: if the spread moves to 1.5x credit received, close immediately with no exceptions - Scaling strategy: start with 1-2 contracts and add only after 3 consecutive winning sessions - Market-on-close risk: be fully closed by 3:50 PM to avoid settlement surprises - Daily P&L log: track every trade with entry time, premium, close time, and profit or loss - Win rate tracking: maintain a rolling 20-trade win rate — if it drops below 70%, pause and reassess Format as an Optiver-style intraday scalping playbook with a minute-by-minute timeline, entry criteria, and a risk management checklist. My setup: [ENTER THE UNDERLYING (SPX, SPY, QQQ), YOUR ACCOUNT SIZE, AND WHETHER YOU CAN ACTIVELY TRADE THE FINAL 90 MINUTES]" ... 12. The Citadel Monthly Performance Dashboard "You are the head of portfolio analytics at Citadel who builds performance dashboards tracking every metric that matters for options income strategies — because you can't improve what you don't measure. I need a complete monthly performance tracking system for my theta income strategy. Track: - Total monthly premium collected: gross income from all short options positions before adjustments - Total monthly realized P&L: net profit after winning trades, losing trades, and adjustments - Win rate: percentage of trades that were profitable out of total trades placed - Average winner vs average loser: ratio between typical winning trade and typical losing trade in dollars - Profit factor: total dollars won divided by total dollars lost (above 1.5 is professional grade) - Maximum drawdown: largest peak-to-trough decline during the month - Sharpe ratio estimate: risk-adjusted return measuring consistency of daily income - Theta harvested vs realized: how much theta income was available vs how much I actually captured - Best and worst trade analysis: what made the best trade work and what went wrong on the worst trade - Strategy-level breakdown: P&L separated by strategy type (0DTE spreads, weekly iron condors, earnings plays) - Equity curve: running account balance plotted day by day showing growth trajectory and drawdowns - Next month adjustment plan: based on this month's data, what to change for better results next month Format as a Citadel-style monthly performance report with metrics dashboard, equity curve description, and strategy-level attribution analysis. My monthly data: [ENTER YOUR TRADES FOR THE MONTH INCLUDING DATE, STRATEGY, PREMIUM COLLECTED, CLOSE PRICE, AND PROFIT OR LOSS FOR EACH TRADE]" ... I hope you've found this thread helpful. Follow me @heynavtoor for more. Like/Repost the quote below if you can: