Doing standart-casual things yes. If the answer I'm looking would be from that box I wouldn't ask. What I ask is think out of the box. Include elements that normally is not used, use time, size of contracts, what ever to achieve something close enough. 1-2DTE options don't expire same day and my stats is based on a single NY session, moving everything there would not make the thing. What about moving just one? Selling naked option on 0DTE, and hedging it at certain time/price with 1DTE by Buying the same option?
I don't think that bimodal to delt will satisfy the conditions in the original post. You can do it with an asym (BWB) and M2 risk reversal but that adds term structure (but not really vol-risk). x-sectional the RR is almost flat vega throughout.
1% is the space from the price and the breakeven price, for my situation it's usual/to the bigger side. I don't select days based on events or whatever, stats that I got are from trading when ever specific type of thing happens at the beginning of NY session and I should jump into the trade at that time.
But yeah, price one of the digitals offered by IBKR, etc., (event contracts that 2rosy mentioned). priced at 65/100 and see if it fits your model.
Yeah, I get it but when limited to verts you cannot achieve it without pinning to a price with a fly-type structure (delta-modality). What you're looking for is a digital but they won't meet your risk-reward.
Simplest betting is the best betting. I never have understood why some of these traders prefer to complicate things with technical sloppy multi angles and what if scenarios. Confusing as fuck