0DTE Strategy Deep Dive for Options Trading (Live Algo + Manual Trading Version)

0-DTE options are exploding in popularity—now making up half of all daily options volume—largely because they offer unmatched liquidity and the potential for extremely convex returns. It’s not uncommon to see 0DTE contracts move 100%, 200%, 500%, 1000%, or more in a single session. In fact, just yesterday, one 0DTE contract moved over 10,000%. These are not exaggerations; they’re a reflection of how fast intraday premium decays and how quickly markets reprice risk on the day of expiration.

In this meetup, I’ll walk through my personal 0DTE strategy, which I’ve fully automated through my algorithmic trading system. The core idea is simple enough that it can also be traded manually—so whether you're into coding or pure discretionary execution, you’ll be able to follow along.

We’ll cover:

• How 0DTE mechanics differ from longer-dated options
• Why convexity is extreme on same-day contracts
• The exact structure of the strategy I use (entry criteria, exits, risk, filters)
• How I automated it inside my algo stack
• How you can trade the same logic manually if you prefer
• Common mistakes people make when trading 0DTE
• Q&A + discussion with the group

This session is not about selling anything. No agenda, no pitch—just traders sharing ideas and real setups.

### Disclaimers (Required Reading)

• This meetup is for educational purposes only.
• Nothing in this session constitutes financial, investment, or trading advice.
• Options trading involves substantial risk, including the potential loss of your entire investment.
• 0DTE options are highly volatile and may not be appropriate for all traders.
• Past performance (including examples of options moving 1000%+) does not guarantee or imply future results.
• Always do your own due diligence and consult a qualified financial professional before trading.