Direction
CALL
Options Radar › SPY
0DTE · MEAN-REVERSION
SPY 0DTE Options Signals & Strategy
Quantitative mean-reversion signals for SPDR S&P 500 ETF (SPY), generated by the AlphaDash Options Radar.
Live SPY Signal
Updated 2026-07-13 16:56:18 ETSpot
$748.25
Strike
$749.0
Entry
$0.36–$0.42
Confidence
43%
Target
+40%
Stop
-2%
Expected Move
±$0 (0%)
Implied Vol
0% (—)
VWAP
$—
Expiry
2026-07-13
Status
WATCHING
📊 Watching for CALL reversal (waiting: above_mid_bb, above_trendline) | trend=DOWNTREND
How the SPY strategy works
SPY is the most liquid instrument on Earth and mean-reverts intraday around session VWAP. Our 0DTE engine fades statistically stretched extremes (1.3+ ATR from VWAP or outside the Bollinger bands) that are rotating back toward the mean, sized to the day's expected move from ATM implied volatility.
The engine confirms every entry with session VWAP, relative volume and ATR-normalised distances, then sizes the contract near a 0.45 delta and scales the profit target to the day's expected move implied by at-the-money volatility. This is educational quantitative research, not a recommendation.
Frequently asked questions
What is AlphaDash's SPY options strategy?
SPY is the most liquid instrument on Earth and mean-reverts intraday around session VWAP. Our 0DTE engine fades statistically stretched extremes (1.3+ ATR from VWAP or outside the Bollinger bands) that are rotating back toward the mean, sized to the day's expected move from ATM implied volatility.
What does the SPY options signal show right now?
AlphaDash's engine currently reads a CALL setup on SPY at $748.25 with 43% conviction, targeting the $749.0 call expiring 2026-07-13.
Why does SPY use a mean-reversion model instead of one generic strategy?
SPDR S&P 500 ETF has a distinct volatility and trend profile, so AlphaDash tunes the Bollinger, ATR and volume thresholds per instrument. SPY is traded as a 0DTE play with contracts selected near a 0.45 delta.
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Open the Options Radar →EDUCATIONAL USE ONLY. NOT FINANCIAL ADVICE. Options trading involves substantial risk of loss. AlphaDash provides algorithmic research and simulated data for educational purposes.