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Late Close 1DTE SPY Earnings Trading Strategy

Late Close 1DTE SPY Earnings Trading Strategy

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Henry Zhang
Dec 24, 2024
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Late Close 1DTE SPY Earnings Trading Strategy
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Strategy Overview

This strategy capitalizes on earnings announcements of major stocks by trading SPY options during the unique 15-minute late close window, combining high liquidity with reduced directional risk.

Key Components

  1. Timing Window: 1:00 PM - 1:15 PM ET

  2. Instrument: SPY 1DTE Options

  3. Target Events: Earnings releases from market-moving stocks

Strategic …

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