0DTE Options Engineered

Build analytics you can inspect.

An options dashboard brings together prices, timestamps, formulas, and assumptions. Understanding a displayed result requires knowing how those pieces were collected, transformed, and tested.

0DTE Options Engineered: The Mathematics, Code, and Models Behind SPX Trading Analytics takes quantitative developers, analytical traders, and technically curious readers inside a portable SPX research application. SPY, sector, and macroeconomic observations provide wider market context.

Trace implementation choices through pricing equations, worked calculations, source-file references, executable examples, and tests.

Inside, you'll explore how to:

• Calculate option prices, Greeks, expiration payoffs, put-call parity, and gamma exposure proxies.
• Keep units, contract multipliers, and sign conventions explicit.
• Design provider adapters and communicate data-source capabilities and limitations.
• Build historical archives and replay observations without introducing future information.
• Inspect regime detection, playbook history, reversal handling, and EMA retest logic.
• Examine sector networks, missing-input estimation, and news-relevance routing.
• Evaluate experimental models using reproducible inputs, frozen model versions, and explicit availability checks.
• Distinguish implemented behavior from research proposals and unvalidated hypotheses.

Explore the implementation alongside the book.

The companion website provides a video overview and an interactive synthetic dashboard with session playback, a Gamma/OI ladder, an option-chain explorer, and an editable payoff laboratory. The separate open-source companion repository provides inspectable code and executable mathematical examples under the MIT license.

The browser sample uses invented data. Private training datasets and trained model bundles are not distributed with the public companion; forecasts remain unavailable when an eligible model is absent.

Written by Harmohit Lyall, this technical companion emphasizes reproducibility, testable assumptions, and honest interpretation. Historical findings-including negative and inconclusive results-are examined with their limitations.

For readers who want to understand how analytical tools work, this book provides a foundation for building, testing, and auditing them.

Educational and research material only. Options involve substantial risk. The software does not execute brokerage orders, and experimental forecasts are not evidence of proven trading returns.