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Become a 0DTE Convexity Hunter episode artwork

Jun 14, 2026 30 min

Become a 0DTE Convexity Hunter

from Zero Days To Expiration Hosted by Coach Ernie

In **Part 2** of this must-watch 3-part series, Coach Ernie reveals the single biggest edge multiplier in our entire 0DTE strategy: **Convexity Hunting**. This is the professional secret that turns an already powerful asymmetric butterfly setup into an absolute monster — often 25–50% (sometimes 100%) cheaper for the same or better payoff. **🔑 What You'll Discover in This Episode** - What **convexity** really is (the "hockey stick" rapid rate-of-change in option pricing) - Why the **5–10% Debit Rule** (max 10% of butterfly width) is only the starting point — and how to push one or two strikes further out for massive savings - How shifting just 1–2 strikes can cut your debit **30–50%** with almost zero change to the payoff curve - Why **wider flies at constant risk-to-reward** (9:1 to 18:1) often outperform narrow ones - The critical role of **Gamma** and how volatility dictates fly width each morning - Live demo of the **Convexity Heatmap** tool — watch Coach find perfect high-convexity setups in seconds and copy them straight to Thinkorswim - Side-by-side payoff comparison: standard 10% debit fly vs convexity-optimized fly (same 10–12 point move → nearly identical profit… at half the cost) - How consistently hunting convexity creates a **widening gap** in your equity curve over time (gray line vs boosted green line) - Why chasing win rate is a loser's game — and how solving for payoff geometry + convexity wins long-term Coach also answers live viewer questions, explains morning vs all-day trading windows, directionality (you don't need to be good at it), and why this one skill separates retail traders from pros. **📅 Complete 3-Part Series (All Slides Linked)** - **Monday** – We Define Risk & Manage Profits - **Tuesday** – Become a 0DTE Convexity Hunter ← **You are here** - **Wednesday** – Keep What You Make with a Dynamic Trail 💾 **Full presentation slides available in the description** — download and build your personal 0DTE masterclass library. 👉 Want to master convexity hunting and trade like the pros in just 4 weeks? Start your **Observer coaching trial** today (price of a sandwich per week) → **[https://fattail.ai/try](https://fattail.ai/try)** 👍 Like • 🔔 Subscribe • 🔗 Share with traders still grinding tiny wins and big drawdowns #0DTE #Convexity #OptionsTrading #ButterflyOptions #FatTailStrategy #OptionsEdge #DayTrading

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Become a 0DTE Convexity Hunter

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This episode is 30 minutes long.

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This episode was published on June 14, 2026.

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