What I learned inside Ken Griffin's trading room at Citadel

You sold puts for $50 credit the other day. 99% probability of profit showing on your screen. Easy money, right?

Then the market dropped 1%. Your "safe" trade went from $50 credit to -$400 loss in thirty minutes.

Welcome to the efficiency trap, people.

Zero DTE is the most efficient product ever devised by humans. And that should terrify anyone selling options.

Look, I've been on the market making side of this business. I've been on the brokerage side. And I can tell you one thing - there was a day back in 2014 when we hit 44 million messages per second on thinkorswim.

If you speak tech geek, that's just an incomprehensible amount of data pumping through the system.

Here's what that efficiency really means:

When zero DTE options are trading at 10% implied volatility and VIX is sitting at 15, you're essentially selling a 10-VIX environment. Volatility has nowhere to go but up. Everyone celebrates tight spreads without recognizing they're trading in a mathematical pressure cooker.

This efficiency isn't accidental.

Every tick of the stock causes the auto-quote to update quotes in real time across every single option chain. It's absolutely incomprehensibly large amounts of data. It's why only the most liquid products get daily expirations - the bandwidth and server capacity requirements are massive.

But here's the opportunity hidden in that efficiency:

That same mathematical perfection that makes selling dangerous makes buying potentially explosive when you understand expected move dynamics.

You can put 80 cents at risk, wash your hands, walk away from the screen and come back and see how you did in six hours. I love that crap.

You see, when you trade a product like SPX, it's cash settled. So you don't have to worry about getting assigned. Cash gets deposited if you win, and if you're wrong, you lose your premium.

Which is why buying options on 0DTE products makes the most sense.

I know exactly one statistically profitable setup for selling zero DTE options. One.

Everything else puts you in the efficiency trap - collecting pennies in front of a steamroller in the most mathematically perfect risk transfer system ever built.

Market makers at firms like Citadel operate in rooms filled with hundreds of monitors. I've actually been to Ken Griffin's main trading room in Chicago.

It's literally like every single product they make markets in, he has a monitor for each individual product. You walk in there and think you've walked into the matrix - nothing but zeros and ones.

Here's the deal…

Maximum efficiency means minimum forgiveness.

You gotta have an amount of capital that you're comfortable with in every single trade. When you have too much capital at risk, you've already lost psychologically. Period.

The one profitable short setup and exactly when volatility expansion destroys option sellers?

We spent significant time breaking this down in the first Don-DTE mastermind session.

If you missed it, you can still catch up this weekend and join me live for the next session.

We're building a group of traders who understand what's ACTUALLY moving markets.

Click here to join Don-DTE

To your success,

Don Kaufman

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What I learned inside Ken Griffin's trading room at Citadel

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