0dte: Zero Days to Expiration: Extracting the Volatility Risk Premium Through Same-Day Options

Author:   Mark Uretsky
Publisher:   Independently Published
Volume:   1
ISBN:  

9798246284544


Pages:   156
Publication Date:   04 February 2026
Format:   Paperback
Availability:   Available To Order   Availability explained
We have confirmation that this item is in stock with the supplier. It will be ordered in for you and dispatched immediately.

Our Price $118.77 Quantity:  
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0dte: Zero Days to Expiration: Extracting the Volatility Risk Premium Through Same-Day Options


Overview

We do not guess direction. We size, hedge, and let a repeatable edge compound over many trades. Most traders lose money selling options. Not because the edge doesn't exist-but because they can't execute consistently enough to capture it. This book changes that. 0DTE is the complete framework behind a systematic fund that has executed 36,000+ trades over 864 trading days with a 4+ Sharpe ratio and less than 6% maximum drawdown. __________ WHAT YOU WILL LEARN: - Why implied volatility consistently overprices realized moves and how to profit from it - How iron condors capture the volatility risk premium while defining your maximum risk - The mathematics of position sizing that lets you survive your worst days - Why backtests lie and how to account for the 30-50% degradation in live trading - How to automate execution and remove yourself from decisions you are bad at - The psychology of losses and why your willingness to be bored is alpha __________ THIS BOOK IS FOR: - Options traders frustrated with inconsistent results - Systematic traders looking for a proven 0DTE framework - Anyone who understands that edge is statistical, not trade-by-trade - Traders ready to build a business, not play a lottery THIS BOOK IS NOT FOR: - Beginners who do not understand basic options mechanics - Anyone looking for a get rich quick system - Traders unwilling to accept losses as part of the process __________ WHAT MAKES THIS DIFFERENT: This is not theory. Every principle in this book emerged from real trades, including the losses. You will see actual trade examples, real performance data, and honest discussion of what works, what does not, and why most traders fail even when the math is on their side. The edge is real. The execution is everything. From the founder of PNL Capital Partners, a systematic fund specializing in ultra-short-term volatility strategies.

Full Product Details

Author:   Mark Uretsky
Publisher:   Independently Published
Imprint:   Independently Published
Volume:   1
Dimensions:   Width: 15.20cm , Height: 0.80cm , Length: 22.90cm
Weight:   0.218kg
ISBN:  

9798246284544


Pages:   156
Publication Date:   04 February 2026
Audience:   General/trade ,  General
Format:   Paperback
Publisher's Status:   Active
Availability:   Available To Order   Availability explained
We have confirmation that this item is in stock with the supplier. It will be ordered in for you and dispatched immediately.

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