Stock Market Options Trading

176: Fine-Tuning Your Credit Spread Entries

In this episode the host expands on Brian Terry’s strategy of entering iron condors one side at a time, applying it to SPX 0‑day‑to‑expiration (0DTE) credit spreads. By using the Trend Spread Engine’s data on high‑probability morning windows, the host shows how waiting for favorable volatility can secure better strike distances, higher credit, and improved risk‑reward. The discussion highlights the importance of patience over chasing alerts, a tactic that works across 0DTE, 7DTE, and longer expirations. Listeners gain a practical framework for timing entries to reduce emotional trading and boost win rates.