SPXPlayDaily

Daily Options Scenario #2

SPXPlay · Daily · 2026-07-13

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 at the entry session’s own close (0 DTE). Pick your play, then reveal what the tape did.

TREND STRONG UP5D +2.8%20D +5.9%VIX 18.2 fallingREGIME ELEVATEDEXP 0 DTE
7,0556,8636,6726,4806,289entry 7,0157,0556,8636,6726,4806,2897,015

SPX · last 50 sessions · dates masked · entry 7,014.53

Your five choices

ChoiceStrikesEntryMax profitMax lossBreakeven

Tap a row to lock in your play — it gets scored against the whole board.

Reveal what happened
6,8826,6846,4866,288entry 7,015reveal →settle 7,0416,8826,6846,4866,2887,015reveal →7,041

Reveal: the sessions after entry

Into the same-day close (0DTE) SPX rose 0.38% from 7015 to settle at 7041.28. VIX went from 18.2 to 17.9. The hold high of 7051 traded through the 7050 short call strike.

ChoiceResultP&L
Bull put credit spreadWIN+$93.70
Bear call credit spreadWIN+$269.95
Bull call debit spreadWIN+$995.45
Bear put debit spreadLOSS−$962.55
No trade — stand asidestood aside$0.00
Coach notes (scored GEX-blind, no hindsight)
  • put_credit OK (+1.25): gamma regime unknown (GEX unavailable); trend STRONG_UP (5d +2.8%); elevated-but-fading VIX: richer credit with vol tailwind
  • call_credit AVOID (-3.00): fighting an uptrend: GEX live book saw 9% win rate doing this; disabled by default in the GEX live policy (call credits lost -$2,245 on 30d)
Play 10 full rounds free →10 free rounds a session · real market history · no signup

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.