Daily Options Scenario #1
SPXPlay · Daily · 2026-07-12
One real SPX session from the trainer’s five-year history, dates masked. Below: the last 50 daily candles into the entry, the volatility and trend read at the close, and the four defined-risk verticals that were actually priced there (1 contract, ×100 multiplier, historical option quotes) — all expiring in 3 DTE. Pick your play, then reveal what the tape did.
SPX · last 50 sessions · dates masked · entry 6,913.34
Your five choices
| Choice | Strikes | Entry | Max profit | Max loss | Breakeven |
|---|---|---|---|---|---|
| Bull put credit spread | 6,800 / 6,765 | +$106.25 credit | $106.25 | $3,393.75 | above 6,798.9 |
| Bear call credit spread | 6,985 / 7,020 | +$85.00 credit | $85.00 | $3,415.00 | below 6,985.9 |
| Bull call debit spread | 6,985 / 6,915 | −$1,911.25 debit | $5,088.75 | $1,911.25 | above 6,934.1 |
| Bear put debit spread | 6,875 / 6,910 | −$1,110.00 debit | $2,390.00 | $1,110.00 | below 6,898.9 |
| No trade — stand aside | — | — | — | — | — |
Tap a row to lock in your play — it gets scored against the whole board.
Reveal what happened
Reveal: the sessions after entry
Over the next 1 session SPX rose 0.53% from 6913 to settle at 6950.23. VIX went from 15.6 to 16.1. Neither credit short strike (6800P / 6985C) was touched.
| Choice | Result | P&L |
|---|---|---|
| Bull put credit spread | WIN | +$104.95 |
| Bear call credit spread | WIN | +$83.70 |
| Bull call debit spread | WIN | +$1,610.45 |
| Bear put debit spread | LOSS | −$1,111.30 |
| No trade — stand aside | stood aside | $0.00 |
- put_credit REDUCED (+0.50): gamma regime unknown (GEX unavailable); range tape still pays theta; calm VIX: thin premium but stable
- call_credit AVOID (-1.00): disabled by default in the GEX live policy (call credits lost -$2,245 on 30d)
Keep playing
Playbook Trainer is an educational game built on historical market data. Nothing on this page is investment advice or a recommendation to trade. Options involve substantial risk; defined-risk spreads can lose their full maximum loss. Scenario dates are masked, and prices reflect historical option quotes with simplified fills.