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GreeksLab Blog

Welcome to the GreeksLab blog! Here you can find all of our latest articles and updates.

Best 0DTE Strategy for SPX Options: Proven Rules for Consistent Results

Discover the truth about the best 0DTE SPX strategy. Learn why no single setup works every time, how to manage profits and losses, and why backtesting builds conviction.

Basics

How to Compare Backtest Results for 0DTE Strategy

Compare 0DTE SPX backtests the right way: control variables, choose primary metrics and guardrails, slice by volatility regimes, use day-matched PnL, and stress slippage/commissions in GreeksLab.

Basics

What Is Volatility Skew? (And How to Use It in 0DTE SPX Trading)

Volatility skew explained for SPX 0DTE: why puts price richer, how to measure it (RR25, BF25), and how to use skew for strike selection, wing sizing, and backtesting in GreeksLab.

Basics

How to Trade 0DTE Options Systematically

Learn how to trade 0DTE SPX options with a fully defined, rules-based approach. Covers entries, risk controls, backtesting, and validation.

Basics

Best Practices for Backtesting 0DTE Options Strategies

Learn how to backtest 0DTE SPX options strategies the right way. From using minute-level data to testing across market regimes, these best practices help you build realistic, risk-aware trading systems.

Guide

Video

How to Backtest a Trailing Stop for 0DTE Options: Complete Guide (No Coding Required)

Learn how to implement and backtest trailing stops for 0DTE options trading using GreeksLab's visual rule builder - no coding required. This comprehensive guide walks you through setting up dynamic exit strategies that protect profits while letting winners run, with step-by-step screenshots and performance optimization tips. Discover how trailing stops can improve your win rate by 10-30% and reduce emotional trading decisions in fast-moving zero-day expiration options markets.

Basics

SPX vs. SPY vs. QQQ: Choosing the Best Underlying for 0-DTE Trading

A practical, in-depth guide comparing SPX, SPY, and QQQ as underlyings for 0DTE (zero-days-to-expiration) options trading. Learn the key differences in liquidity, contract size, tax treatment, and assignment risk—so you can confidently choose the best product for your trading style and account size.

Basics

Applying the Kelly Criterion to 0DTE Options Trading

Learn how to optimize position sizing for 0DTE options using the Kelly Criterion. This guide covers payoff skews, volatility risks, strategy-specific applications, and practical adjustments like fractional sizing and stop-loss management.

Basics

How to Trade 0DTE SPX Options for Daily Income: A Beginner’s Guide

How to Trade 0DTE SPX Options for Daily Income A beginner-friendly guide to understanding 0DTE SPX options, including how they work, pros and cons, and how to backtest strategies using GreeksLab’s no-code platform.

Position IV: A Comprehensive Overview of Multi-Leg Implied Volatility for 0DTE SPX

Announcement

Concepts

Position IV: A Comprehensive Overview of Multi-Leg Implied Volatility for 0DTE SPX

Learn how Position IV helps traders measure the implied volatility of multi-leg 0DTE SPX strategies, why it’s typically higher than VIX, and how to analyze it in GreeksLab.