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REDDIT

Are SPY gaps always filled?

P
Jun 30, 2026 · 23:32

These screenshots are from the past 5 trading days

I've heard before that if SPY gaps up or down It will eventually fill that gap. Does that always happen?

I was thinking of buying a 1DTE option for every time SPY gaps up or down.

If it gaps up, buy a 1DTE put

If it gaps down, but a 1 DTE call

If it stays relatively even, don't do anything

Is this basically a lotto? Or maybe a legitimate method? And are there other things I can take into consideration before doing this?

This is a genuine question by the way