▶ 전체 게시글 텍스트
u/[EveryLengthiness183](https://www.reddit.com/user/EveryLengthiness183/) asked:
>I have a good one for you. This would be for QQQ and the bet is to buy a 100 point OTM call and a 100 point OTM put right at the open of the US cash session at 9:30 eastern. Sell both when one goes ATM. The theory is that the side that goes ATM will gain more extrinsic than the side that goes deeper OTM will lose extrinsic in most cases. The US cash open usually produces the largest volatility, so making a 100 point move in the first 15 minutes to an hour is common. If a 100 point move hasn't happened by 10:30 am eastern, sell both and close the trade.
results:
https://preview.redd.it/5ybkecxc358h1.png?width=1080&format=png&auto=webp&s=d821c7b6b38492c46119d0264cdb45f903bae220
https://preview.redd.it/zve31b8e358h1.png?width=1080&format=png&auto=webp&s=5b3678e8be4bb14db6875b0484b91d272d4710d1
https://preview.redd.it/ny512cze358h1.png?width=1080&format=png&auto=webp&s=cd321e29e6416f402326d17b965170c38367cd3e
https://preview.redd.it/cq68ko8g358h1.png?width=1080&format=png&auto=webp&s=16a6790e8175e7a642f6aecd19a1b5ab085c41e1
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im doing a few pieces of research for the community each week. if you have something you'd like researched, drop it below. be specific, im going to feed it to an AI coding agent (typically claude or codex). include ticker, rules, timeframe, etc.
for context on capabilities, im using my db/terminal (this is what i use for my own research).
\- Equity data EOD back to \~1980 (mainly indices in the deep tail)
\- Minute level equity, indcies, etfs, etc back to 2000\~
\- EOD options full universe 2007
\- intraday options full universe 2015 (15min increments, 5 for a smaller subset)
\- options has full greeks, vol, etc.
\- all economic, fundamental, technical, sentiment, news, guidance, analyst ratings, etc. pretty much everything.
here are the prior pieces:
\- [https://www.reddit.com/r/options/comments/1u4dgcz/0dte\_spx\_iron\_condor\_study](https://www.reddit.com/r/options/comments/1u4dgcz/0dte_spx_iron_condor_study)
\- [https://www.reddit.com/r/options/comments/1u63m6i/spx\_iron\_fly\_research\_results/](https://www.reddit.com/r/options/comments/1u63m6i/spx_iron_fly_research_results/)
\- [https://www.reddit.com/r/options/comments/1u63zqw/qqq\_short\_downside\_puts\_research/](https://www.reddit.com/r/options/comments/1u63zqw/qqq_short_downside_puts_research/)
\- [https://www.reddit.com/r/options/comments/1u6s42a/research\_offer\_pt4/](https://www.reddit.com/r/options/comments/1u6s42a/research_offer_pt4/)