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The Extra Cushion That Turns Expected Moves Into Actual Profit Zones

by | Feb 4, 2026

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I’ve been refining something lately that completely changed how I approach my Daily Profit Play Strategy — and it’s all about understanding the difference between what the market should do and what it actually does.

Most traders calculate the expected move and then sell their strikes right at those boundaries.

They see a 28-point expected move based on the VIX at 16 and think that’s where they should set up shop. But the market doesn’t care about your perfectly calculated boundaries.

That’s why I developed what I call my market efficiency framework, and it’s built around giving it the room to be inefficient while still keeping probability on my side.

The Expected Move Is Just Your Starting Point

Let me walk you through how this works in practice.

When I’m looking at a 28-point expected move for the day, I don’t sell my strikes at exactly plus or minus 28. That’s way too tight and doesn’t account for how markets actually behave.

Instead, I aim to sell strikes that are 40 or 50 points out-of-the-money (OTM). I want to give the market some wiggle room. That extra cushion is everything.

This isn’t random padding. It’s a systematic approach that recognizes markets can push boundaries while still keeping statistical probability in your favor.

You’re essentially planning for the market to move roughly 1.5 times the expected move instead of exactly one time.

Every day, I draw clear efficiency lines showing the expected range from both the opening price and the previous day’s close.

For example, if the market is going to be efficient, I’ll take the opening price and add roughly 27 or 28 points to identify the upper boundary. When that number lines up with an open gap, it becomes a natural target or reaction zone.

These visual markers instantly tell me whether the market is respecting efficiency or starting to stretch beyond it.

When Efficiency Breaks, You Need a Plan

This framework becomes critical because it gives you objective decision points.

You’re not reacting emotionally — you’re responding to measurable behavior.

Recently, the market moved 33 points when only 28 was expected, showing clear inefficiency. We’ve already seen40-point moves on some days, and I don’t want to see much more than that before preparing to adjust.

If the market isn’t cooperating and starts pushing past those ranges, that’s when defense becomes necessary. I don’t love throwing in defense, but sometimes it’s needed when the market blows through the expected boundaries.

My win condition for that trade was simple: If the market stayed efficient and held above 6,930, I had a winner. It wasn’t about hoping or guessing — it was about measuring real movement against theoretical expectations.

Market indicators help reinforce this. For instance, if the VIX spikes to around 17 or 18 and then retreats, that often signals a short-term low is forming.

When volatility cools off, it helps confirm whether the market is likely to stabilize back inside efficiency or continue to stretch beyond it.

Even when unusual sector rotations appear — small caps leading while tech lags — the framework still holds because it’s built on index-level movement, not narratives.

This systematic approach is what separates consistent 0DTE traders from those who are constantly stressed and reactive. You’re not trading blind — you’re trading with a structure that accounts for both efficiency and inevitable inefficiency.

The next time you’re setting up a daily trade, remember: The expected move is just your baseline.

Give the market room to breathe, measure what actually happens against what should happen, and let the framework guide your decisions.

Feel free to step into the classroom at 9 a.m. ET weekdays for Daily Profit Plan.

I’ll see you in the markets.

Chris Pulver
Chris Pulver Trading 

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*This is for informational and educational purposes only. There is inherent risk in trading, so trade at your own risk. 

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That’s how my research has shown to leverage a little-known niche in the options market to target income every Monday around noon…

With near-perfect accuracy. 

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We develop tools and strategies to the best of our ability, but no one can guarantee the future. There is always a risk of loss when trading. Past performance is not indicative of future results. The trades expressed are from an11-yearr backtest on 543 trades. The result was a 97.1% win rate, 17% average return (winners and losers) with an average hold time of 11 days. From 9/30/24 – 1/28/26, on 124 live trades, the win rate is 94%, 16% average return (winners and losers) with an average hold time of 12 days. 

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