Options Formula

Defined-risk options without the guru nonsense. Daily trade ideas, spread lessons & market breakdowns. Join the Skool community 👇

[Options Formula @options_formula]

Anyone can post a green screenshot.

Few will hand you the trade tracker:
https://t.co/PxWJGSILcc

121 trades. $9,972 profit since 3/27/26.

The strategy is boring on purpose.

Free daily trade. Link in bio.

[Options Formula @options_formula]

After close, event week does not grade effort.
If the spread only worked on the average path, the sizing did the lying.
Average is not a plan.

[Options Formula @options_formula]

New York midday, VIX about 16 and CPI due July 14 is like strapping a potted bonsai to a skateboard.

If your defined-risk spread needs more points than a normal week can move, theta eats the premium.

Count strike gaps,.

[Options Formula @options_formula]

CPI is July 14. buying a one-week wide vertical into the lull is like handing a raccoon your wristwatch.

If the spread needs a heroic point move before the print you sized by courage not math.

Measure strike gaps in pure.

[Options Formula @options_formula]

VIX 16 with a soft jobs print is a motel ice machine on a paddleboard.

The market priced a modest one-week swing while your wide vertical still needs price to clear the short strike.

Measure strike gaps in points against.

[Options Formula @options_formula]

June payrolls 57k, buying a wide one-week debit vertical now is like letting a raccoon pick your watch.

The market priced a smaller point move. Your spread still needs the same points to win.

If one ordinary print can.

[Options Formula @options_formula]

June payrolls printed 57,000.
Trading a wide vertical into holiday-thin tape is like hauling a snowblower to a beach party.
A vertical still needs price to clear your short strike, not an IV tailwind.
If your strike gap.

[Options Formula @options_formula]

Payrolls missed 57k. buying a wide one-week debit vertical into that is like hauling a grand piano into a yoga class.
You sized by percent, not points.
A vertical still needs the same point move to breakeven while theta.

[Options Formula @options_formula]

Buying near-dated debit spreads into event week is renting confidence by the hour.
Theta charges even when the thesis takes a nap.
The clock is not your intern.

[Options Formula @options_formula]

After close, jobs week is a haunted spreadsheet with a timestamp.
Expected move is a boundary, not a bedtime story.
Plan for ugly, not average.

[Options Formula @options_formula]

Receipt: U.S. midday bought calm while June jobs for July 2 sits like a cursed Roomba.
If your vertical needs more points than the week can swing, theta is the vendor.
Count strike gaps in points against the one-week VIX.

[Options Formula @options_formula]

Jobs Week can turn overconfidence into a mall-cop sprint.
Pick strikes where one ordinary move does not ruin the math.
The trade should survive being early.

[Options Formula @options_formula]

Buying a wide debit vertical for the July 2 jobs week while the ATM straddle is 84 points is like bringing a motel ice machine to a snowball fight.
If your strike gap needs more points than 84 the lot.

[Options Formula @options_formula]

A vertical spread can make bad sizing look tidy, like a tuxedo on a dumpster.
The max loss is defined, yes.
So is the mistake.

[Options Formula @options_formula]

Jobs Week is not a personality test.
If the spread needs a heroic move by lunch, the structure is already confessing.
Defined risk is not permission to overpay.

[Options Formula @options_formula]

@Polymarket $180,000 a year.

After taxes: roughly $10,000 a month.
Two bedroom in SF: $6,500 a month.

That leaves $3,500 for everything else.

In the most expensive city
in America.

The AI boom is the best thing
that ever happened to San Francisco.

Unless you live there.

[Options Formula @options_formula]

@Polymarket Samsung and SK Hynix already did this.

Pleaded guilty in 2005.
$731 million in fines.
Executives went to prison.

RAM prices are now up 700%
since they started coordinating again in 2022.

Old habits die hard.

[Options Formula @options_formula]

After close, jobs week does not care who feels prepared.
Size the spread so a normal loss stays boring.
If the position needs courage, it is too large.

[Options Formula @options_formula]

Selling tiny credit into a jobs print is handing a raccoon your debit card.
The premium is small because the market already smelled the trap.
Cheap income is expensive.

[Options Formula @options_formula]

Not trading next week is a trade.
Markets close July 3 and the June jobs print sits on July 2, so quotes will thin and fills widen.
Execution cost scales with size. A big lot forces worse prices and eats breakeven faster than theta.
If you can’t get.

[Options Formula @options_formula]

VIX is near two-month highs and new Fed leadership makes releases louder. Thin preopen depth pushes fills off the mid, so bought verticals need a larger move to breakeven. If you trade spreads preopen, thin quotes steal your edge.