We trade SPY 0DTE options using a straightforward pre-market routine. Before the bell, we mark the levels that matter — prior day high and low, premarket high and low, key support and resistance. Once the market opens, we read three things: VWAP to know who's in control, relative volume to know if the move is trustworthy, and volume on the actual breakout to know if it's real or a fake. ATR keeps our targets and stops grounded in what SPY actually does, not what we hope it does.

On the options side, we track where volume is stacking versus open interest — heavy volume at a strike pulls price toward it. We watch gamma near expiration because it either pins price at a level or sends it ripping through. We stay fast because theta eats 0DTE options alive, especially after midday. The expected move sets our target range before we ever enter.

The entry rule is simple: wait for price to reach a level, watch how it reacts, and only pull the trigger if volume confirms it. If it doesn't line up, we don't trade. Risk is defined before every trade — fixed size, set targets, and a hard cap on daily trades so one bad morning stays just that.