options_strategy_test

com.firmtape/spx-options-gamma · Verify this server

Test an SPX 0DTE options strategy — a condor, strangle, straddle or any leg set — against every session in the FirmTape archive on real quotes and real settlement. One call prices it 63 ways: seven widths of your geometry across nine entry times, so the answer is WHERE TO PUT THE STRIKES rather than a verdict on one guess. Short legs are sold at the bid and long legs bought at the ask, $1.25 a leg — measured on 13.1M prints, the median SPX 0DTE print pays the full quoted half-spread, so these fills are the median outcome and not a conservative one. Returns the marginal by width and by entry, a recommended direction ONLY when the marginal is ordered and a withheld holdout agrees, the day-clustered mean and its error, prob_loss_20, and all 63 cells with yours marked. If those 63 come back flat the run carries on by itself for the same credits -- where the structure sits relative to spot, past the edge of the grid, then eight standard 0DTE shapes -- up to 154 configurations, so the answer is 'not this, and here is what the archive does pay for' rather than a shrug. It never names a best cell: the best of 63 is best by chance. Spends 10 credits, refunded on failure. Requires a Lab token (Authorization header).