An option’s price is driven by five main factors: the underlying price, the strike, time to expiration, implied volatility, and interest rates. Here’s how each moves the premium.

The five factors

1. Underlying price — moves the option via delta (the biggest driver intraday). 2. Strike — sets moneyness and intrinsic value. 3. Time to expiration — more time = more time value (theta erodes it). 4. Implied volatility — higher IV = pricier options (vega). 5. Interest rates — a minor factor (rho), small for short-dated.

What matters most on 0DTE

For 0DTE, the dominant drivers are the underlying price (delta/gamma) and time (fast theta) — IV matters little (low vega) and rates are irrelevant. So a 0DTE option’s price is mostly about where SPY is relative to the strike and how much time is left. Direction and the clock.

Five forces set an option’s price — but on 0DTE, only two matter much: where the underlying is, and how little time is left.

The takeaway

Option prices are driven by underlying price, strike, time, IV, and rates. Knowing the five demystifies pricing — and knowing which dominate on 0DTE (price and time) tells you what actually moves your scalp. It ties together the Greeks.