Justin Kay – Advanced 1DTE Crash Course

Dive deeper into 1DTE trades, adding a variety of debit trades to the credit trades discussed in the previous class.

Similar to the previous class, this advanced class focuses on teaching holistic strategy and backtest approaches for 1 DTE trades. While optimization is prioritized, there is also focus on robustness– considering overall times of day, stop and profit ranges, and more, rather that picking the most exact minute, etc.

Historical data from options pricing is used to build positive expectancy debit spreads and butterflies, along with calendarized longs (for credit trades from the previous course). Many of the trades discussed are 1DTE, while some Friday (3DTE) entries as well. Additionally, there is data presented on calendarized long-delta longer-DTE trades, and how to integrate these into a backtested portfolio of strategies.

• Over four hours of content, focused on several 1DTE and 3DTE strategies
• Detailed discussion on minutes, strike selection and more
• How to integrate existing short and long 1DTE/3DTE strategies with credit selling from the previous course
• Discussions on risk, slippage, fees, etc.
• Make use of a bespoke strategy analyzer spreadsheet tool to calculate additional metrics for position sizing

What You’ll Learn In Advanced 1DTE Crash Course

• Intro
• Strategy Preview
• 3DTE Options
• Overnight Effect Impact
• Longer Dated Wings
• Strategy Development
• Portfolio Discussion and Spreadsheet Tool
• Final Thoughts
• Course Resources

Course Lessons