SPY Probability Model — Angelrow Trading Systems

Daily Return Distribution — All Regimes

0DTE Strike Probability Calculator

SPY Price ($)

Strike Distance (% OTM)

Direction

VIX Regime Filter

Probability of breach

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Move Probability by VIX Regime

VIX Regime	Days	Avg \|Move\|	Std Dev	>0.5%	>1.0%	>1.5%	>2.0%	>3.0%	>5.0%	Max Up	Max Down

Move by Day of Week

Monthly Volatility

Directional Move Probability by Regime

VIX Regime	% Days Up	% Days Down	Avg Up Move	Avg Down Move	Put OTM 1% Safe?	Call OTM 1% Safe?

SPY DAILY MOVE PROBABILITY MODEL