QQQ · Sell Call + Put

Each 0DTE pair contains the nearest put strictly below spot and call strictly above. Sell at 09:35 or 12:00 New York. Buy back at 16:00, or 13:00 on shortened sessions.

Frozen Massive.com data: 07 Mar 2022 — 10 Sep 2026. No market queries or strategy changes on page load.

CSV

Budget 0: exactly one put and one call per entry, no reinvestment.

Exit: both legs are bought back at the latest ask at the scheduled close, so the closing spread is paid on both legs. This is the audited protocol. Same entry period with the other exit (Intrinsic value at 17:25 NY): $+6,595.53

All scheduled trading dates stay visible, including days without a same-day expiry or usable entry. Missing buybacks have unknown P&L, never zero.

Closed-trade P&L after fees$-253.80173 closed / 173 entered / 173 dates
0 no entry · 0 unresolved exits
Winning closed trades60.1%104 wins · 69 losses · 0 flat; denominator: closed trades only
Average win / loss$+226.60 / $-345.22Positive and negative days separately
Maximum daily-close drawdown$5,947.20Closed trades only; not intraday risk or account equity
Return on reference base, % a year-5.3%reference base $6,926.20 = largest premium of a day $979.00 (10 Jun 2026) + largest one-year drawdown $5,947.20 (2026)
period -3.7% over 0.69 years
A comparison base, not required broker margin.

Yearly comparison by entry clock · Buy back at ask at the close

Every entry uses exactly one put and one call. Common dates are a subset of those runs. Returns are for the period, not annualised.

Year09:3510:0011:0012:0013:0014:00
2026 $-253.80 -3.7% 173 / 173 dates closed · 0 unknown · capital $6,926.20 $+1,544.20 +22.2% 173 / 173 dates closed · 0 unknown · capital $6,968.00 $+854.20 +19.2% 173 / 173 dates closed · 0 unknown · capital $4,436.40 $-2,569.80 -40.3% 173 / 173 dates closed · 0 unknown · capital $6,383.00 $-1,621.80 -35.2% 173 / 173 dates closed · 0 unknown · capital $4,605.00 $-2,537.80 -54.8% 173 / 173 dates closed · 0 unknown · capital $4,631.20
2025 $-4,713.00 -40.2% 250 / 250 dates closed · 0 unknown · capital $11,722.80 $-3,844.00 -44.7% 250 / 250 dates closed · 0 unknown · capital $8,591.80 $-2,829.00 -35.4% 250 / 250 dates closed · 0 unknown · capital $8,002.40 $-783.00 -10.3% 250 / 250 dates closed · 0 unknown · capital $7,631.00 $+1,738.80 +31.3% 247 / 250 dates closed · 0 unknown · capital $5,553.00 $+1,379.80 +37.7% 247 / 250 dates closed · 0 unknown · capital $3,657.80
2024 $-3,773.60 -64.9% 251 / 252 dates closed · 0 unknown · capital $5,816.20 $-2,113.20 -41.0% 252 / 252 dates closed · 0 unknown · capital $5,148.00 $-2,826.60 -65.5% 251 / 252 dates closed · 0 unknown · capital $4,315.40 $-2,304.20 -53.4% 252 / 252 dates closed · 0 unknown · capital $4,311.40 $-1,862.40 -64.0% 249 / 252 dates closed · 0 unknown · capital $2,909.80 $+559.20 +21.6% 248 / 252 dates closed · 0 unknown · capital $2,591.80
2023 $-2,278.80 -63.3% 248 / 250 dates closed · 0 unknown · capital $3,597.80 $-2,630.80 -61.7% 248 / 250 dates closed · 0 unknown · capital $4,263.40 $-1,988.80 -53.3% 248 / 250 dates closed · 0 unknown · capital $3,729.80 $-712.80 -30.8% 248 / 250 dates closed · 0 unknown · capital $2,317.80 $-2,113.60 -73.3% 246 / 250 dates closed · 0 unknown · capital $2,884.00 $-1,299.60 -63.1% 246 / 250 dates closed · 0 unknown · capital $2,058.40
2022 $-3,979.20 -80.0% 142 / 208 dates closed · 0 unknown · capital $4,974.00 $-1,883.20 -54.4% 142 / 208 dates closed · 0 unknown · capital $3,464.60 $-1,519.20 -46.0% 142 / 208 dates closed · 0 unknown · capital $3,306.40 $-1,223.80 -36.1% 143 / 208 dates closed · 0 unknown · capital $3,385.20 $-1,390.20 -43.2% 142 / 208 dates closed · 0 unknown · capital $3,214.00 $-502.20 -20.9% 142 / 208 dates closed · 0 unknown · capital $2,400.20

Sensitivity: all four quotes no older than 60 seconds

126 / 173 closed trades · coverage 72.8% · P&L $+9,025.40 · win rate 67.5%

This includes both entry and both exit quote ages. It is a selected subset, not a repair of missing data or evidence of better achievable returns. Selection bias can change the result.

Exit-quote age is known only at the close, so this condition cannot be used as an entry filter. This subset is not a backtest of a tradable strategy.

Cumulative closed-trade result

Starts from zero for the selected entry-date cohort. At the first unresolved trade the curve stops; later known trades do not bridge the gap. Not account equity.

-4,335-2,550-7661,0182,802 2026-01-02 · $-386.602026-01-05 · $-120.202026-01-06 · $-271.802026-01-07 · $-65.402026-01-08 · $+145.002026-01-09 · $-44.602026-01-12 · $-7.202026-01-13 · $+36.202026-01-14 · $+61.602026-01-15 · $-28.002026-01-16 · $-197.602026-01-20 · $-238.202026-01-21 · $-551.802026-01-22 · $-294.402026-01-23 · $-275.002026-01-26 · $-176.602026-01-27 · $-179.202026-01-28 · $-56.802026-01-29 · $+180.602026-01-30 · $+75.002026-02-02 · $+39.402026-02-03 · $-620.202026-02-04 · $-695.802026-02-05 · $-290.402026-02-06 · $-341.002026-02-09 · $-545.602026-02-10 · $-602.202026-02-11 · $-475.802026-02-12 · $-1,501.402026-02-13 · $-1,107.002026-02-17 · $-637.602026-02-18 · $-524.202026-02-19 · $-100.802026-02-20 · $-188.402026-02-23 · $-384.002026-02-24 · $-559.602026-02-25 · $-569.202026-02-26 · $-486.802026-02-27 · $-235.402026-03-02 · $-126.002026-03-03 · $-40.602026-03-04 · $+40.802026-03-05 · $+438.202026-03-06 · $+979.602026-03-09 · $+353.002026-03-10 · $+715.402026-03-11 · $+994.802026-03-12 · $+860.202026-03-13 · $+625.602026-03-16 · $+977.002026-03-17 · $+1,216.402026-03-18 · $+1,031.802026-03-19 · $+1,044.202026-03-20 · $+753.602026-03-23 · $+1,003.002026-03-24 · $+1,307.402026-03-25 · $+1,541.802026-03-26 · $+1,186.202026-03-27 · $+1,106.602026-03-30 · $+729.002026-03-31 · $-30.602026-04-01 · $+290.802026-04-02 · $-301.802026-04-06 · $+95.602026-04-07 · $+217.002026-04-08 · $+451.402026-04-09 · $+231.802026-04-10 · $+382.202026-04-13 · $-38.402026-04-14 · $-464.002026-04-15 · $-939.602026-04-16 · $-767.202026-04-17 · $-701.802026-04-20 · $-500.402026-04-21 · $-490.002026-04-22 · $-772.602026-04-23 · $-608.202026-04-24 · $-744.802026-04-27 · $-570.402026-04-28 · $-269.002026-04-29 · $-345.602026-04-30 · $-403.202026-05-01 · $-346.802026-05-04 · $-72.402026-05-05 · $-34.002026-05-06 · $-260.602026-05-07 · $-51.202026-05-08 · $-622.802026-05-11 · $-231.402026-05-12 · $+121.002026-05-13 · $+84.402026-05-14 · $+299.802026-05-15 · $+799.202026-05-18 · $+852.602026-05-19 · $+1,315.002026-05-20 · $+1,225.402026-05-21 · $+1,383.802026-05-22 · $+1,662.202026-05-26 · $+1,534.602026-05-27 · $+1,789.002026-05-28 · $+1,534.402026-05-29 · $+1,892.802026-06-01 · $+1,937.202026-06-02 · $+1,820.602026-06-03 · $+2,000.002026-06-04 · $+2,207.402026-06-05 · $+184.802026-06-08 · $+810.202026-06-09 · $+50.602026-06-10 · $+508.002026-06-11 · $-497.602026-06-12 · $-331.202026-06-15 · $-350.802026-06-16 · $-1,007.402026-06-17 · $-1,380.002026-06-18 · $-1,341.602026-06-22 · $-1,242.202026-06-23 · $-742.802026-06-24 · $-675.402026-06-25 · $-648.002026-06-26 · $-27.602026-06-29 · $-256.202026-06-30 · $-471.802026-07-01 · $+93.602026-07-02 · $-901.002026-07-06 · $-467.602026-07-07 · $-179.202026-07-08 · $-64.802026-07-09 · $+109.602026-07-10 · $+221.002026-07-13 · $+245.402026-07-14 · $+575.802026-07-15 · $+381.202026-07-16 · $+195.602026-07-17 · $+322.002026-07-20 · $-270.602026-07-21 · $-407.202026-07-22 · $-140.802026-07-23 · $+113.602026-07-24 · $-275.002026-07-27 · $-654.602026-07-28 · $-166.202026-07-29 · $-1,019.802026-07-30 · $-1,444.402026-07-31 · $-1,689.002026-08-03 · $-2,456.602026-08-04 · $-3,357.202026-08-05 · $-3,739.802026-08-06 · $-3,701.402026-08-07 · $-3,259.002026-08-10 · $-2,889.602026-08-11 · $-2,746.202026-08-12 · $-2,452.802026-08-13 · $-2,743.402026-08-14 · $-2,569.002026-08-17 · $-2,509.602026-08-18 · $-2,385.202026-08-19 · $-2,337.802026-08-20 · $-2,179.402026-08-21 · $-1,844.002026-08-24 · $-1,535.602026-08-25 · $-1,505.202026-08-26 · $-1,352.802026-08-27 · $-1,601.402026-08-28 · $-1,502.002026-08-31 · $-1,296.602026-09-01 · $-1,008.202026-09-02 · $-911.802026-09-03 · $-1,286.402026-09-04 · $-1,087.002026-09-08 · $-879.602026-09-09 · $-561.202026-09-10 · $-253.80 2026-01-022026-09-10

Every trading date · 173

New York time · oldest first one pair
Date / statusQQQ
entry / exit
Call
sell / buy back
Put
sell / buy back
Credit / debitFeesHigh / Low
P&L
02 Jan 2026Closed 619.90
613.09
620
$130.00
$1.00
619
$99.00
$612.00
$229.00
$613.00
$2.60 $-386.60
$-386.60
05 Jan 2026Closed 617.98
617.95
618
$164.00
$21.00
617
$129.00
$3.00
$293.00
$24.00
$2.60 $+266.40
$-120.20
06 Jan 2026Closed 619.50
623.47
620
$104.00
$363.00
619
$111.00
$1.00
$215.00
$364.00
$2.60 $-151.60
$-271.80
07 Jan 2026Closed 623.80
624.06
624
$127.00
$25.00
623
$109.00
$2.00
$236.00
$27.00
$2.60 $+206.40
$-65.40
08 Jan 2026Closed 621.09
620.43
622
$122.00
$2.00
621
$159.00
$66.00
$281.00
$68.00
$2.60 $+210.40
$+145.00
09 Jan 2026Closed 620.50
626.67
621
$194.00
$580.00
620
$200.00
$1.00
$394.00
$581.00
$2.60 $-189.60
$-44.60
12 Jan 2026Closed 624.95
627.19
625
$155.00
$238.00
624
$124.00
$1.00
$279.00
$239.00
$2.60 $+37.40
$-7.20
13 Jan 2026Closed 628.06
626.13
629
$98.00
$1.00
628
$141.00
$192.00
$239.00
$193.00
$2.60 $+43.40
$+36.20
14 Jan 2026Closed 623.19
619.65
624
$177.00
$1.00
623
$207.00
$355.00
$384.00
$356.00
$2.60 $+25.40
$+61.60
15 Jan 2026Closed 625.76
621.66
626
$138.00
$1.00
625
$128.00
$352.00
$266.00
$353.00
$2.60 $-89.60
$-28.00
16 Jan 2026Closed 625.44
621.04
626
$113.00
$1.00
625
$125.00
$404.00
$238.00
$405.00
$2.60 $-169.60
$-197.60
20 Jan 2026Closed 613.05
608.04
614
$218.00
$1.00
613
$265.00
$520.00
$483.00
$521.00
$2.60 $-40.60
$-238.20
21 Jan 2026Closed 608.71
616.12
609
$218.00
$731.00
608
$203.00
$1.00
$421.00
$732.00
$2.60 $-313.60
$-551.80
22 Jan 2026Closed 620.85
620.78
621
$165.00
$30.00
620
$138.00
$13.00
$303.00
$43.00
$2.60 $+257.40
$-294.40
23 Jan 2026Closed 619.32
622.78
620
$149.00
$295.00
619
$169.00
$1.00
$318.00
$296.00
$2.60 $+19.40
$-275.00
26 Jan 2026Closed 623.67
625.48
624
$136.00
$161.00
623
$127.00
$1.00
$263.00
$162.00
$2.60 $+98.40
$-176.60
27 Jan 2026Closed 628.37
631.08
629
$106.00
$228.00
628
$123.00
$1.00
$229.00
$229.00
$2.60 $-2.60
$-179.20
28 Jan 2026Closed 635.36
632.97
636
$212.00
$43.00
635
$233.00
$277.00
$445.00
$320.00
$2.60 $+122.40
$-56.80
29 Jan 2026Closed 631.82
629.36
632
$228.00
$6.00
631
$205.00
$187.00
$433.00
$193.00
$2.60 $+237.40
$+180.60
30 Jan 2026Closed 627.08
621.81
628
$198.00
$1.00
627
$244.00
$544.00
$442.00
$545.00
$2.60 $-105.60
$+75.00
02 Feb 2026Closed 621.03
626.24
622
$177.00
$438.00
621
$229.00
$1.00
$406.00
$439.00
$2.60 $-35.60
$+39.40
03 Feb 2026Closed 626.84
616.45
627
$172.00
$1.00
626
$145.00
$973.00
$317.00
$974.00
$2.60 $-659.60
$-620.20
04 Feb 2026Closed 612.62
605.62
613
$294.00
$5.00
612
$287.00
$649.00
$581.00
$654.00
$2.60 $-75.60
$-695.80
05 Feb 2026Closed 601.21
597.04
602
$398.00
$10.00
601
$428.00
$408.00
$826.00
$418.00
$2.60 $+405.40
$-290.40
06 Feb 2026Closed 602.53
609.63
603
$314.00
$678.00
602
$318.00
$2.00
$632.00
$680.00
$2.60 $-50.60
$-341.00
09 Feb 2026Closed 607.20
614.33
608
$210.00
$655.00
607
$244.00
$1.00
$454.00
$656.00
$2.60 $-204.60
$-545.60
10 Feb 2026Closed 615.02
611.48
616
$143.00
$1.00
615
$194.00
$390.00
$337.00
$391.00
$2.60 $-56.60
$-602.20
11 Feb 2026Closed 615.64
613.00
616
$174.00
$2.00
615
$168.00
$211.00
$342.00
$213.00
$2.60 $+126.40
$-475.80
12 Feb 2026Closed 614.98
600.56
615
$188.00
$1.00
614
$151.00
$1,361.00
$339.00
$1,362.00
$2.60 $-1,025.60
$-1,501.40
13 Feb 2026Closed 599.83
601.78
600
$314.00
$200.00
599
$285.00
$2.00
$599.00
$202.00
$2.60 $+394.40
$-1,107.00
17 Feb 2026Closed 600.79
601.20
601
$273.00
$47.00
600
$251.00
$5.00
$524.00
$52.00
$2.60 $+469.40
$-637.60
18 Feb 2026Closed 601.14
605.70
602
$234.00
$392.00
601
$275.00
$1.00
$509.00
$393.00
$2.60 $+113.40
$-524.20
19 Feb 2026Closed 602.84
603.50
603
$258.00
$62.00
602
$233.00
$3.00
$491.00
$65.00
$2.60 $+423.40
$-100.80
20 Feb 2026Closed 602.29
608.79
603
$241.00
$593.00
602
$268.00
$1.00
$509.00
$594.00
$2.60 $-87.60
$-188.40
23 Feb 2026Closed 607.09
601.46
608
$172.00
$1.00
607
$213.00
$577.00
$385.00
$578.00
$2.60 $-195.60
$-384.00
24 Feb 2026Closed 600.79
607.80
601
$276.00
$702.00
600
$254.00
$1.00
$530.00
$703.00
$2.60 $-175.60
$-559.60
25 Feb 2026Closed 612.56
616.52
613
$210.00
$399.00
612
$213.00
$31.00
$423.00
$430.00
$2.60 $-9.60
$-569.20
26 Feb 2026Closed 613.87
609.26
614
$250.00
$1.00
613
$222.00
$386.00
$472.00
$387.00
$2.60 $+82.40
$-486.80
27 Feb 2026Closed 604.56
607.45
605
$256.00
$256.00
604
$255.00
$1.00
$511.00
$257.00
$2.60 $+251.40
$-235.40
02 Mar 2026Closed 603.49
608.08
604
$265.00
$425.00
603
$273.00
$1.00
$538.00
$426.00
$2.60 $+109.40
$-126.00
03 Mar 2026Closed 596.17
601.67
597
$273.00
$486.00
596
$303.00
$2.00
$576.00
$488.00
$2.60 $+85.40
$-40.60
04 Mar 2026Closed 606.81
610.55
607
$247.00
$384.00
606
$223.00
$2.00
$470.00
$386.00
$2.60 $+81.40
$+40.80
05 Mar 2026Closed 609.99
608.90
610
$238.00
$2.00
609
$199.00
$35.00
$437.00
$37.00
$2.60 $+397.40
$+438.20
06 Mar 2026Closed 600.85
599.81
601
$320.00
$13.00
600
$289.00
$52.00
$609.00
$65.00
$2.60 $+541.40
$+979.60
09 Mar 2026Closed 595.32
607.75
596
$276.00
$1,195.00
595
$296.00
$1.00
$572.00
$1,196.00
$2.60 $-626.60
$+353.00
10 Mar 2026Closed 608.63
607.65
609
$226.00
$9.00
608
$221.00
$73.00
$447.00
$82.00
$2.60 $+362.40
$+715.40
11 Mar 2026Closed 609.93
607.73
610
$231.00
$2.00
609
$197.00
$144.00
$428.00
$146.00
$2.60 $+279.40
$+994.80
12 Mar 2026Closed 603.64
597.34
604
$231.00
$1.00
603
$222.00
$584.00
$453.00
$585.00
$2.60 $-134.60
$+860.20
13 Mar 2026Closed 600.15
593.69
601
$190.00
$1.00
600
$232.00
$653.00
$422.00
$654.00
$2.60 $-234.60
$+625.60
16 Mar 2026Closed 600.88
600.31
601
$198.00
$6.00
600
$173.00
$11.00
$371.00
$17.00
$2.60 $+351.40
$+977.00
17 Mar 2026Closed 604.53
603.40
605
$152.00
$1.00
604
$162.00
$71.00
$314.00
$72.00
$2.60 $+239.40
$+1,216.40
18 Mar 2026Closed 601.87
594.78
602
$243.00
$1.00
601
$212.00
$636.00
$455.00
$637.00
$2.60 $-184.60
$+1,031.80
19 Mar 2026Closed 587.82
592.99
588
$283.00
$521.00
587
$254.00
$1.00
$537.00
$522.00
$2.60 $+12.40
$+1,044.20
20 Mar 2026Closed 589.07
582.11
590
$195.00
$1.00
589
$235.00
$717.00
$430.00
$718.00
$2.60 $-290.60
$+753.60
23 Mar 2026Closed 590.10
588.18
591
$204.00
$2.00
590
$248.00
$198.00
$452.00
$200.00
$2.60 $+249.40
$+1,003.00
24 Mar 2026Closed 585.97
583.93
586
$233.00
$1.00
585
$191.00
$116.00
$424.00
$117.00
$2.60 $+304.40
$+1,307.40
25 Mar 2026Closed 589.93
587.74
590
$206.00
$2.00
589
$171.00
$138.00
$377.00
$140.00
$2.60 $+234.40
$+1,541.80
26 Mar 2026Closed 581.80
573.69
582
$212.00
$1.00
581
$183.00
$747.00
$395.00
$748.00
$2.60 $-355.60
$+1,186.20
27 Mar 2026Closed 568.63
562.50
569
$242.00
$3.00
568
$229.00
$545.00
$471.00
$548.00
$2.60 $-79.60
$+1,106.60
30 Mar 2026Closed 566.26
558.29
567
$189.00
$1.00
566
$215.00
$778.00
$404.00
$779.00
$2.60 $-377.60
$+729.00
31 Mar 2026Closed 566.11
577.14
567
$195.00
$1,189.00
566
$238.00
$1.00
$433.00
$1,190.00
$2.60 $-759.60
$-30.60
01 Apr 2026Closed 583.14
584.26
584
$174.00
$55.00
583
$213.00
$8.00
$387.00
$63.00
$2.60 $+321.40
$+290.80
02 Apr 2026Closed 574.55
585.00
575
$210.00
$1,007.00
574
$208.00
$1.00
$418.00
$1,008.00
$2.60 $-592.60
$-301.80
06 Apr 2026Closed 588.34
588.52
589
$199.00
$8.00
588
$218.00
$9.00
$417.00
$17.00
$2.60 $+397.40
$+95.60
07 Apr 2026Closed 585.16
588.69
586
$204.00
$304.00
585
$237.00
$13.00
$441.00
$317.00
$2.60 $+121.40
$+217.00
08 Apr 2026Closed 607.75
605.89
608
$195.00
$2.00
607
$190.00
$146.00
$385.00
$148.00
$2.60 $+234.40
$+451.40
09 Apr 2026Closed 604.62
610.04
605
$155.00
$521.00
604
$150.00
$1.00
$305.00
$522.00
$2.60 $-219.60
$+231.80
10 Apr 2026Closed 612.31
611.02
613
$122.00
$1.00
612
$146.00
$114.00
$268.00
$115.00
$2.60 $+150.40
$+382.20
13 Apr 2026Closed 609.59
617.32
610
$161.00
$750.00
609
$172.00
$1.00
$333.00
$751.00
$2.60 $-420.60
$-38.40
14 Apr 2026Closed 621.72
628.57
622
$121.00
$659.00
621
$116.00
$1.00
$237.00
$660.00
$2.60 $-425.60
$-464.00
15 Apr 2026Closed 629.03
637.37
630
$114.00
$744.00
629
$159.00
$2.00
$273.00
$746.00
$2.60 $-475.60
$-939.60
16 Apr 2026Closed 638.14
640.41
639
$147.00
$147.00
638
$182.00
$7.00
$329.00
$154.00
$2.60 $+172.40
$-767.20
17 Apr 2026Closed 645.08
648.73
646
$158.00
$286.00
645
$198.00
$2.00
$356.00
$288.00
$2.60 $+65.40
$-701.80
20 Apr 2026Closed 648.39
646.80
649
$158.00
$1.00
648
$175.00
$128.00
$333.00
$129.00
$2.60 $+201.40
$-500.40
21 Apr 2026Closed 647.22
644.30
648
$150.00
$3.00
647
$178.00
$312.00
$328.00
$315.00
$2.60 $+10.40
$-490.00
22 Apr 2026Closed 648.80
655.08
649
$183.00
$618.00
648
$157.00
$2.00
$340.00
$620.00
$2.60 $-282.60
$-772.60
23 Apr 2026Closed 653.29
651.41
654
$157.00
$1.00
653
$184.00
$173.00
$341.00
$174.00
$2.60 $+164.40
$-608.20
24 Apr 2026Closed 658.78
663.93
659
$198.00
$513.00
658
$182.00
$1.00
$380.00
$514.00
$2.60 $-136.60
$-744.80
27 Apr 2026Closed 662.44
664.28
663
$151.00
$132.00
662
$160.00
$2.00
$311.00
$134.00
$2.60 $+174.40
$-570.40
28 Apr 2026Closed 656.94
657.57
657
$209.00
$74.00
656
$172.00
$3.00
$381.00
$77.00
$2.60 $+301.40
$-269.00
29 Apr 2026Closed 657.15
661.61
658
$284.00
$588.00
657
$318.00
$88.00
$602.00
$676.00
$2.60 $-76.60
$-345.60
30 Apr 2026Closed 661.98
667.60
662
$285.00
$583.00
661
$245.00
$2.00
$530.00
$585.00
$2.60 $-57.60
$-403.20
01 May 2026Closed 671.61
674.16
672
$150.00
$236.00
671
$147.00
$2.00
$297.00
$238.00
$2.60 $+56.40
$-346.80
04 May 2026Closed 673.99
672.88
674
$189.00
$9.00
673
$151.00
$54.00
$340.00
$63.00
$2.60 $+274.40
$-72.40
05 May 2026Closed 678.82
681.53
679
$162.00
$260.00
678
$142.00
$3.00
$304.00
$263.00
$2.60 $+38.40
$-34.00
06 May 2026Closed 689.09
695.58
690
$158.00
$577.00
689
$198.00
$3.00
$356.00
$580.00
$2.60 $-226.60
$-260.60
07 May 2026Closed 696.83
694.93
697
$183.00
$2.00
696
$155.00
$124.00
$338.00
$126.00
$2.60 $+209.40
$-51.20
08 May 2026Closed 701.89
711.11
702
$198.00
$931.00
701
$166.00
$2.00
$364.00
$933.00
$2.60 $-571.60
$-622.80
11 May 2026Closed 713.29
713.38
714
$199.00
$7.00
713
$223.00
$21.00
$422.00
$28.00
$2.60 $+391.40
$-231.40
12 May 2026Closed 707.86
707.21
708
$213.00
$8.00
707
$185.00
$35.00
$398.00
$43.00
$2.60 $+352.40
$+121.00
13 May 2026Closed 709.26
714.47
710
$203.00
$461.00
709
$226.00
$2.00
$429.00
$463.00
$2.60 $-36.60
$+84.40
14 May 2026Closed 716.47
719.73
717
$250.00
$285.00
716
$256.00
$3.00
$506.00
$288.00
$2.60 $+215.40
$+299.80
15 May 2026Closed 709.54
708.90
710
$282.00
$12.00
709
$276.00
$44.00
$558.00
$56.00
$2.60 $+499.40
$+799.20
18 May 2026Closed 710.41
705.71
711
$249.00
$1.00
710
$259.00
$451.00
$508.00
$452.00
$2.60 $+53.40
$+852.60
19 May 2026Closed 702.41
701.54
703
$264.00
$4.00
702
$275.00
$70.00
$539.00
$74.00
$2.60 $+462.40
$+1,315.00
20 May 2026Closed 706.81
713.07
707
$302.00
$641.00
706
$276.00
$24.00
$578.00
$665.00
$2.60 $-89.60
$+1,225.40
21 May 2026Closed 710.15
714.45
711
$265.00
$400.00
710
$298.00
$2.00
$563.00
$402.00
$2.60 $+158.40
$+1,383.80
22 May 2026Closed 719.75
717.43
720
$243.00
$2.00
719
$222.00
$182.00
$465.00
$184.00
$2.60 $+278.40
$+1,662.20
26 May 2026Closed 724.76
730.21
725
$218.00
$538.00
724
$196.00
$1.00
$414.00
$539.00
$2.60 $-127.60
$+1,534.60
27 May 2026Closed 731.84
729.49
732
$233.00
$2.00
731
$202.00
$176.00
$435.00
$178.00
$2.60 $+254.40
$+1,789.00
28 May 2026Closed 728.68
735.54
729
$218.00
$676.00
728
$207.00
$1.00
$425.00
$677.00
$2.60 $-254.60
$+1,534.40
29 May 2026Closed 737.66
738.25
738
$214.00
$48.00
737
$199.00
$4.00
$413.00
$52.00
$2.60 $+358.40
$+1,892.80
01 Jun 2026Closed 738.02
742.69
739
$195.00
$390.00
738
$244.00
$2.00
$439.00
$392.00
$2.60 $+44.40
$+1,937.20
02 Jun 2026Closed 740.54
746.10
741
$205.00
$521.00
740
$203.00
$1.00
$408.00
$522.00
$2.60 $-116.60
$+1,820.60
03 Jun 2026Closed 746.36
744.24
747
$201.00
$16.00
746
$212.00
$215.00
$413.00
$231.00
$2.60 $+179.40
$+2,000.00
04 Jun 2026Closed 737.31
740.50
738
$232.00
$264.00
737
$243.00
$1.00
$475.00
$265.00
$2.60 $+207.40
$+2,207.40
05 Jun 2026Closed 730.28
705.26
731
$228.00
$1.00
730
$240.00
$2,487.00
$468.00
$2,488.00
$2.60 $-2,022.60
$+184.80
08 Jun 2026Closed 715.12
716.02
716
$314.00
$35.00
715
$355.00
$6.00
$669.00
$41.00
$2.60 $+625.40
$+810.20
09 Jun 2026Closed 720.83
707.88
721
$257.00
$1.00
720
$225.00
$1,238.00
$482.00
$1,239.00
$2.60 $-759.60
$+50.60
10 Jun 2026Closed 699.82
693.72
700
$504.00
$2.00
699
$475.00
$517.00
$979.00
$519.00
$2.60 $+457.40
$+508.00
11 Jun 2026Closed 697.70
716.44
698
$439.00
$1,868.00
697
$427.00
$1.00
$866.00
$1,869.00
$2.60 $-1,005.60
$-497.60
12 Jun 2026Closed 713.88
721.27
714
$478.00
$753.00
713
$445.00
$1.00
$923.00
$754.00
$2.60 $+166.40
$-331.20
15 Jun 2026Closed 738.63
743.84
739
$250.00
$505.00
738
$239.00
$1.00
$489.00
$506.00
$2.60 $-19.60
$-350.80
16 Jun 2026Closed 741.83
729.76
742
$255.00
$1.00
741
$228.00
$1,136.00
$483.00
$1,137.00
$2.60 $-656.60
$-1,007.40
17 Jun 2026Closed 733.12
722.50
734
$328.00
$1.00
733
$368.00
$1,065.00
$696.00
$1,066.00
$2.60 $-372.60
$-1,380.00
18 Jun 2026Closed 734.62
739.66
735
$275.00
$503.00
734
$270.00
$1.00
$545.00
$504.00
$2.60 $+38.40
$-1,341.60
22 Jun 2026Closed 741.12
738.00
742
$243.00
$1.00
741
$284.00
$424.00
$527.00
$425.00
$2.60 $+99.40
$-1,242.20
23 Jun 2026Closed 716.88
713.69
717
$408.00
$3.00
716
$371.00
$274.00
$779.00
$277.00
$2.60 $+499.40
$-742.80
24 Jun 2026Closed 717.72
710.57
718
$401.00
$17.00
717
$380.00
$694.00
$781.00
$711.00
$2.60 $+67.40
$-675.40
25 Jun 2026Closed 723.58
716.26
724
$367.00
$1.00
723
$366.00
$702.00
$733.00
$703.00
$2.60 $+27.40
$-648.00
26 Jun 2026Closed 704.03
705.84
705
$395.00
$182.00
704
$443.00
$33.00
$838.00
$215.00
$2.60 $+620.40
$-27.60
29 Jun 2026Closed 716.79
723.95
717
$312.00
$829.00
716
$293.00
$2.00
$605.00
$831.00
$2.60 $-228.60
$-256.20
30 Jun 2026Closed 727.38
735.76
728
$308.00
$845.00
727
$325.00
$1.00
$633.00
$846.00
$2.60 $-215.60
$-471.80
01 Jul 2026Closed 726.23
725.16
727
$320.00
$8.00
726
$343.00
$87.00
$663.00
$95.00
$2.60 $+565.40
$+93.60
02 Jul 2026Closed 726.95
712.74
727
$277.00
$1.00
726
$239.00
$1,507.00
$516.00
$1,508.00
$2.60 $-994.60
$-901.00
06 Jul 2026Closed 722.04
722.63
723
$214.00
$29.00
722
$266.00
$15.00
$480.00
$44.00
$2.60 $+433.40
$-467.60
07 Jul 2026Closed 712.70
709.50
713
$286.00
$2.00
712
$275.00
$268.00
$561.00
$270.00
$2.60 $+288.40
$-179.20
08 Jul 2026Closed 707.40
711.30
708
$317.00
$532.00
707
$333.00
$1.00
$650.00
$533.00
$2.60 $+114.40
$-64.80
09 Jul 2026Closed 719.05
723.19
720
$239.00
$350.00
719
$290.00
$2.00
$529.00
$352.00
$2.60 $+174.40
$+109.60
10 Jul 2026Closed 722.36
725.54
722.5
$265.00
$400.00
722
$251.00
$2.00
$516.00
$402.00
$2.60 $+111.40
$+221.00
13 Jul 2026Closed 716.23
711.77
717
$216.00
$1.00
716
$247.00
$435.00
$463.00
$436.00
$2.60 $+24.40
$+245.40
14 Jul 2026Closed 717.35
719.65
718
$247.00
$180.00
717
$268.00
$2.00
$515.00
$182.00
$2.60 $+330.40
$+575.80
15 Jul 2026Closed 723.76
717.70
724
$207.00
$1.00
723
$189.00
$587.00
$396.00
$588.00
$2.60 $-194.60
$+381.20
16 Jul 2026Closed 711.28
706.02
712
$248.00
$1.00
711
$270.00
$700.00
$518.00
$701.00
$2.60 $-185.60
$+195.60
17 Jul 2026Closed 690.27
695.30
691
$336.00
$557.00
690
$351.00
$1.00
$687.00
$558.00
$2.60 $+126.40
$+322.00
20 Jul 2026Closed 704.36
696.00
705
$200.00
$1.00
704
$215.00
$1,004.00
$415.00
$1,005.00
$2.60 $-592.60
$-270.60
21 Jul 2026Closed 704.71
708.94
705
$235.00
$586.00
704
$218.00
$1.00
$453.00
$587.00
$2.60 $-136.60
$-407.20
22 Jul 2026Closed 705.08
705.22
706
$228.00
$104.00
705
$272.00
$127.00
$500.00
$231.00
$2.60 $+266.40
$-140.80
23 Jul 2026Closed 695.75
691.99
696
$314.00
$4.00
695
$289.00
$342.00
$603.00
$346.00
$2.60 $+254.40
$+113.60
24 Jul 2026Closed 692.00
684.22
692
$269.00
$1.00
691
$225.00
$879.00
$494.00
$880.00
$2.60 $-388.60
$-275.00
27 Jul 2026Closed 690.40
682.06
691
$212.00
$1.00
690
$228.00
$816.00
$440.00
$817.00
$2.60 $-379.60
$-654.60
28 Jul 2026Closed 674.46
675.50
675
$291.00
$85.00
674
$296.00
$11.00
$587.00
$96.00
$2.60 $+488.40
$-166.20
29 Jul 2026Closed 676.56
661.53
677
$393.00
$2.00
676
$393.00
$1,635.00
$786.00
$1,637.00
$2.60 $-853.60
$-1,019.80
30 Jul 2026Closed 674.65
683.60
675
$322.00
$1,058.00
674
$316.00
$2.00
$638.00
$1,060.00
$2.60 $-424.60
$-1,444.40
31 Jul 2026Closed 694.71
687.92
695
$266.00
$1.00
694
$243.00
$750.00
$509.00
$751.00
$2.60 $-244.60
$-1,689.00
03 Aug 2026Closed 687.42
700.06
688
$237.00
$1,252.00
687
$251.00
$1.00
$488.00
$1,253.00
$2.60 $-767.60
$-2,456.60
04 Aug 2026Closed 711.76
723.68
712
$250.00
$1,375.00
711
$229.00
$2.00
$479.00
$1,377.00
$2.60 $-900.60
$-3,357.20
05 Aug 2026Closed 727.08
717.24
728
$311.00
$1.00
727
$350.00
$1,040.00
$661.00
$1,041.00
$2.60 $-382.60
$-3,739.80
06 Aug 2026Closed 710.91
714.57
711
$289.00
$496.00
710
$250.00
$2.00
$539.00
$498.00
$2.60 $+38.40
$-3,701.40
07 Aug 2026Closed 722.39
722.98
723
$235.00
$30.00
722
$250.00
$10.00
$485.00
$40.00
$2.60 $+442.40
$-3,259.00
10 Aug 2026Closed 720.81
720.80
721
$215.00
$22.00
720
$184.00
$5.00
$399.00
$27.00
$2.60 $+369.40
$-2,889.60
11 Aug 2026Closed 720.78
718.33
721
$187.00
$1.00
720
$160.00
$200.00
$347.00
$201.00
$2.60 $+143.40
$-2,746.20
12 Aug 2026Closed 724.29
723.66
725
$170.00
$6.00
724
$195.00
$63.00
$365.00
$69.00
$2.60 $+293.40
$-2,452.80
13 Aug 2026Closed 725.97
732.06
726
$190.00
$622.00
725
$146.00
$2.00
$336.00
$624.00
$2.60 $-290.60
$-2,743.40
14 Aug 2026Closed 732.59
731.03
733
$160.00
$1.00
732.5
$175.00
$157.00
$335.00
$158.00
$2.60 $+174.40
$-2,569.00
17 Aug 2026Closed 732.40
729.85
733
$140.00
$1.00
732
$154.00
$231.00
$294.00
$232.00
$2.60 $+59.40
$-2,509.60
18 Aug 2026Closed 720.08
717.62
721
$172.00
$2.00
720
$210.00
$253.00
$382.00
$255.00
$2.60 $+124.40
$-2,385.20
19 Aug 2026Closed 719.79
716.13
720
$204.00
$1.00
719
$177.00
$330.00
$381.00
$331.00
$2.60 $+47.40
$-2,337.80
20 Aug 2026Closed 713.28
710.95
714
$188.00
$1.00
713
$206.00
$232.00
$394.00
$233.00
$2.60 $+158.40
$-2,179.40
21 Aug 2026Closed 712.65
713.41
713
$192.00
$52.00
712.5
$204.00
$6.00
$396.00
$58.00
$2.60 $+335.40
$-1,844.00
24 Aug 2026Closed 706.65
706.28
707
$178.00
$10.00
706
$163.00
$20.00
$341.00
$30.00
$2.60 $+308.40
$-1,535.60
25 Aug 2026Closed 713.12
710.63
714
$136.00
$1.00
713
$177.00
$279.00
$313.00
$280.00
$2.60 $+30.40
$-1,505.20
26 Aug 2026Closed 710.36
711.29
711
$205.00
$176.00
710
$225.00
$99.00
$430.00
$275.00
$2.60 $+152.40
$-1,352.80
27 Aug 2026Closed 715.49
721.06
716
$195.00
$640.00
715
$200.00
$1.00
$395.00
$641.00
$2.60 $-248.60
$-1,601.40
28 Aug 2026Closed 719.20
716.44
720
$186.00
$1.00
719
$217.00
$300.00
$403.00
$301.00
$2.60 $+99.40
$-1,502.00
31 Aug 2026Closed 715.80
716.82
716
$171.00
$112.00
715
$151.00
$2.00
$322.00
$114.00
$2.60 $+205.40
$-1,296.60
01 Sep 2026Closed 707.05
707.67
708
$155.00
$34.00
707
$195.00
$25.00
$350.00
$59.00
$2.60 $+288.40
$-1,008.20
02 Sep 2026Closed 706.67
709.25
707
$179.00
$237.00
706
$159.00
$2.00
$338.00
$239.00
$2.60 $+96.40
$-911.80
03 Sep 2026Closed 710.97
717.61
711
$173.00
$681.00
710
$137.00
$1.00
$310.00
$682.00
$2.60 $-374.60
$-1,286.40
04 Sep 2026Closed 720.46
719.06
721
$159.00
$1.00
720
$167.00
$123.00
$326.00
$124.00
$2.60 $+199.40
$-1,087.00
08 Sep 2026Closed 719.84
718.38
720
$155.00
$2.00
719
$126.00
$69.00
$281.00
$71.00
$2.60 $+207.40
$-879.60
09 Sep 2026Closed 716.95
716.28
717
$183.00
$3.00
716
$149.00
$8.00
$332.00
$11.00
$2.60 $+318.40
$-561.20
10 Sep 2026Closed 707.77
708.63
708
$211.00
$84.00
707
$188.00
$5.00
$399.00
$89.00
$2.60 $+307.40
$-253.80
Method, source and limits

Source: historical QQQ stock bars, option contracts and quotes from Massive.com. Morning strikes use the 09:34 minute close, observable at 09:35. Noon strikes are selected again from the 11:59 minute close, observable at 12:00; they are not carried over from the morning. Option quote clocks are 09:35 / 12:00 for entry and exactly 16:00 (13:00 on short sessions) for exit, not the start of the last stock minute bar.

Contracts are selected from the contemporaneous standard QQQ same-day-expiry grid: nearest put strictly below the underlying and call strictly above. Each pair contains one contract per leg. Entry uses the latest observable bid; buyback uses the latest observable ask at the scheduled regular close, including early closes. Displayed quote sizes must support one contract on the execution side. Budget-mode quantities reuse those quotes; depth for the full position and slippage are not modeled.

Quotes must belong to the same regular session and cannot come from after the decision time. The baseline has no arbitrary age cutoff; actual ages are disclosed. An invalid latest quote is not replaced by an older valid quote. The separate 60-second sensitivity exposes, but does not eliminate, data-selection bias.

The existing $2.60-per-pair option-fee reserve is retained for comparability; it is not a claim of four actual executions in the intrinsic-value model. Missing buyback quotes remain unknown in buyback mode, without substitution by intrinsic value. Missing same-day marks remain unknown in the 17:25 valuation mode. Drawdown excludes unavailable outcomes and is not intraday naked-option risk.

Capital for the return in the one-pair baseline: the largest entry premium of the period plus the largest calendar-year maximum daily-close drawdown. Return is P&L divided by this reference capital; the annual rate scales it by calendar days from the first to the last closed trade. This post-hoc reference does not control quantities. Broker margin is not included; the CSV carries reg_t_margin for reference.

Buyback keeps the original option ask exits at the regular close. The other variant values both legs at 17:25 New York on the same day, including shortened sessions. S is the close of the last completed same-day Massive minute ending by 17:25, with its actual time and age disclosed; no maximum-age rejection is applied. One S is used for both legs: P&L = premiums − max(S − call strike, 0) × 100 × quantity − max(put strike − S, 0) × 100 × quantity − option fees. A missing same-day price remains unknown. There are no extra cash entries beyond the option premiums, intrinsic values and the $2.60-per-pair fee reserve.

Snapshot / source / protocol checksums:
66f74c447757e965f9ed3666b598ffbcc667cea1d7d7e453f4bea4e00ffd0880
14670912bea189952be5dd7c76f8551eea98aab43734b568adea26acc3452143
b9b7391eb7c7c5df2689f4be766560ef7375c8eae9f2d6fa83b2b8e748ae8461
Option snapshot / 17:25 valuation source / model:
a15a90493d6f5f12168ab9821038317faaf7672811064c4b3de535726912e105
a9e615bed846426e1d15b6b43f8f648f574d44796dadba566f9ebbda9d366d66
qqq_intrinsic_1725_v1