SPXPlayDaily

Daily Options Scenario #9

SPXPlay · Daily · 2026-07-20

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 2 DTE. Pick your play, then reveal what the tape did.

TREND UP5D +2.2%20D -9.8%VIX 26.1 fallingREGIME STRESSEDEXP 2 DTE
4,6684,4584,2483,828entry 4,0214,6684,4584,2483,8284,021

SPX · last 50 sessions · dates masked · entry 4,020.59

Your five choices

ChoiceStrikesEntryMax profitMax lossBreakeven

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

Reveal what happened
4,6704,4474,2243,777entry 4,021reveal →settle 3,9014,6704,4474,2243,7774,021reveal →3,901

Reveal: the sessions after entry

Over the next 2 sessions SPX fell 2.97% from 4021 to settle at 3901.36. VIX went from 26.1 to 29.4. The hold low of 3810 traded through the 3980 short put strike.

ChoiceResultP&L
Bull put credit spreadLOSS−$1,748.80
Bear call credit spreadWIN+$756.20
Bull call debit spreadLOSS−$1,931.30
Bear put debit spreadWIN+$2,681.20
No trade — stand asidestood aside$0.00
Coach notes (scored GEX-blind, no hindsight)
  • put_credit AVOID (-3.00): gamma regime unknown (GEX unavailable); trend UP (5d +2.2%); stressed vol: gap risk exceeds credit; reversal-risk flag: whipsaw regimes drive the credit book's left tail
  • 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)
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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.