Extreme gamma risk. Exit by 3:45 PM ET.
Optimal entry/exit windows for intraday options
• 9:45-10:30 AM: Prime time - IV elevated but stable, best credit opportunities
• 11:30-2:00 PM: Avoid new trades - low volume lunch period, choppy action
• 3:45 PM: Hard stop - close all positions before gamma explosion
• Fridays: Add 15 min buffer (close by 3:30 PM) due to heavier flows