0DTE Option Opportunities handles US-listed contracts and first clarifies whether the user wants a directional opportunity, same-day hedge, volatility trade, or iron condor. It then applies branch-specific session timing, liquidity, strike-range, pricing, and risk controls.
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内置技能
The workflow begins by selecting one of four branches: a high-activity opportunity scan, a same-day portfolio hedge, a long-volatility setup, or a defined-risk iron condor. Each objective has different timing and risk requirements, so they are not mixed into one generic screen.
Session timing, expiration, underlying price, option-chain liquidity, spread quality, and usable bid/ask data are checked before a candidate is ranked. Stale or structurally incomplete quotes are surfaced instead of silently treated as tradable.
Directional scans prioritize liquid contracts and observable activity. Hedge sizing is tied to the exposure being protected. Volatility trades require a clear catalyst or movement thesis. Iron condors use defined wings and risk/reward checks rather than naked short options.
The result states the setup, contract structure, price references, timing, invalidation conditions, and maximum defined loss where applicable. If the evidence is insufficient, the skill explains the missing data instead of manufacturing a trade.