End-of-Day “Charm-Day” 0DTE SPY Analysis & Long Strategy
June 12, 2025 @ 13:40 ET Snapshot
1. Metadata & Market Context
Spot: $603.40 (↑1.04 pts from open) versus Prev Close $601.36.
SPX: 6 042.91 (+0.4 %) • VIX: 17.60 (↑0.34 ) —vol uptick on buy‐the‐dip flows (Bollen & Whaley, 2004).
POT: Ca…
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