0DTE Options: Trading the Same-Day Market

About this book

0DTE Options: Trading the Same-Day Market explains how same-day expiration compresses option mechanics, market movement, execution risk and behavioral pressure into a very short decision horizon. The first part builds the language of 0DTE and the Greeks; the middle converts those mechanics into structures and market contexts; the final part integrates execution, risk, evidence and trader behavior rather than treating them as separate subjects.

The book emphasizes that the shortest expiration does not simplify trading—it removes time that might otherwise hide weak decisions. Hypothetical examples are presented as educational mechanics rather than expected returns, while changing contract specifications, settlement conventions, trading hours and broker rules are flagged for verification. Reusable appendices support preparation, execution and post-session review.

What you will learn

• Understand the mechanics and Greeks that become especially important as expiration approaches within the same day.
• Connect option structures to underlying market context instead of evaluating contracts in isolation.
• Account for rapid changes in execution quality, spread, slippage and decision speed.
• Build risk controls appropriate to premium loss and strategy-specific exposure.
• Use repeatable pre-session, live-session and post-session review tools rather than improvising under time pressure.

Key topics

• 0DTE options
• Same-day expiration
• Option Greeks
• Market structure
• Options execution
• Risk control
• Trade structures
• Expiration mechanics
• Decision-making
• Session review

Who this book is for

For options traders who want a structured introduction to same-day expiration, including mechanics, execution and risk rather than a collection of high-speed trade calls.