Deep-ITM tuning

Deep-ITM is a restricted ruleset for the Deep-ITM slots on your trading calendar. In a Deep-ITM slot the bot only opens positions on contracts that are already deeply in-the-money — where the crypto price has moved well past the strike — and only when they clear a set of stricter thresholds. It is a conservative ruleset intended for off-hours and overnight windows, where you cannot react quickly to adverse moves.

Deep-ITM Mode thresholds

| Setting | What it requires before the bot opens a Deep-ITM position | |---|---| | Min Moneyness | How far past the strike the price must already be | | Min Edge | The minimum modeled edge (usually higher than the normal Min Edge) | | Min Probability | The minimum win probability (usually set near-certain) | | Max Contracts | A cap on the size of a single Deep-ITM position | | Max Spread | The widest bid-ask spread accepted for entry |

Each threshold shows its suggested range in the editor. An unset value uses the bot's built-in default.

Where to edit

There are two places these thresholds live, depending on the strategy:

  • The Deep-ITM strategy has its own card in the strategy roster with a full editable tuning surface — Unlock, Edit, Save, and Deploy, the same lifecycle as any other strategy (see Save vs Deploy). Its card edits the Deep-ITM Mode thresholds directly, plus the shared execution and exit knobs.
  • Other strategies (such as the default short-volatility strategy) edit the same Deep-ITM Mode thresholds in Bot Control, under the Trading Calendar's Deep-ITM sub-panel.

Which ET hours actually run in Deep-ITM mode is set by painting slots Deep-ITM on the trading calendar.