It was absolutely mismanaged several leadership teams ago and necessary fixes were put into motion in 2021 that are coming online now. None of that changes that they are one of a few in such an important industry. Even if the US government had to funnel billions of dollars a year to keep the Intel fabs afloat and moving forward it would be insane not too. Intel doesn’t even had to be as good as TSMC it just has to outlast them.

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Nobody has 60 years to wait

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Buying calls on Tlt with dividends every month has got to be one of the dumbest things I have ever seen. I already know you aren’t gonna exercise before dividend and just gonna lose money

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Dealer Positioning: 6) NOPE (Net Options Pricing Effect) on Friday was 22x the 30-day median and accelerated through the day instead of fading. 7) Cumulative net delta: +15.37M shares-equivalent means dealers must hold ~$147M of long stock to be neutral. Firday directionalized. Gamma Exposure of: -$3.99M and today's flow created NEW short-gamma exposure for dealers 8) Monday 5/4 Gamma Cliff - 5/1 held 53% of gamma exposure. Monday morning starts with chain gamma at ~$2.9M vs Friday's ~$6.2M which dealer hedging requirements halved overnight, allowing the same news to move price more dramatically. 9) Smart money rolling from 5/15 to 6/18 straddle (likely for potential IV post earnings) 10) Max-Pain Asymmetry: 6/18 at $10 - institutional positioning Volatility: 11) On 5/15 expiry at the 0.15 delta point, put IV minus call IV reads -0.27, meaning far-OTM calls are priced at 27 vol points over equivalent distance puts. SOUN's tail call-skew reversal is the structural footprint of persistent retail call demand. 12) Volatility of Vol (VOV) - 97th percentile of its 1-year range 13) Front-month IV (5/8, 7 DTE): ~170%. 240-day IV (~01/2027): ~90%. The ~80 vol-point spread is the steepest backwardation observable in the visible window. 14) SOUN exhibits IV smile, both tails are bid up to roughly equal IVs (~2.0 at 4P, ~1.8 at 16C, ATM ~1.25). Confirms retail call demand has been so persistent that OTM call IV has matched the natural put-protection bid. Position: 5/15 Call Options going into earnings (Watching to sell before earnings based on price movement) 6/18 Call Options (Watching to buy after earnings from IV crush based on price movement)

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If you're going to give context at least have it be correct, it's based on a lawsuit that was filed that's what prompted all of the vids and memes. Although it has since been disputed: https://nypost.com/2026/04/30/business/bombshell-jpmorgan-sex-harassment-suit-that-went-viral-branded-complete-fabrication-as-john-doe-accuser-unmasked/

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She takes a sip of nothing and the AI knows it looks shit and so it has him try to cover the glass and her mouth with his phone but in doing this it has him hold the phone at an impossible angle as if it were weightless. 😔

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He has his arm around her, everyone knows the bitch boy has to grovel

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Remember Gambling is a zero sum game. For you to win, someone has to lose

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Yes. Options have existed for a very, very long time, well before 0 DTE existed, for starters, so prior to 2022, daily 0 DTE wasn’t possible. To more directly answer your question, and also disagreeing with the other regarded individual who replied to you: options can very much be profitable to retail. Simple, long-dated calls are one way to do it. For example, if you mechanically buy a 2-year SPY call whenever the market’s down more than 20% and hold to expiration, you’re likely to come out way ahead (past performance doesn’t guarantee future profit blah blah). The market is not often down 20%, so this isn’t a get-rich quick strategy, but it’s not unreasonable and has historically very good returns if you’re choosing a strike that isn’t absurdly OTM (say, if you pay for an at-the-money call). You can reduce the cost (and profit/risk) by using a long-dated spread instead (so for example buying the at-the-money and selling a call 10% above the current price at the same expiration). There’s also selling index puts - again, not a road to riches, but as a way to add a small amount of leverage during times of elevated volatility. The typical internet-approved version of this is to sell 15-30 delta, 45 DTE puts, but there are a ton of ways to do this profitably, and also plenty of ways to quickly blow up your account. If you’re selling options, you very much need to be keenly aware of the leverage you’re handling, and also how volatility changes both the options price and the margin requirement (you can get blown out of a short put due to changing margin requirements even when the trade remains profitable). The question you asked is really broad, something like “how do you build a house,” so I’m speaking in really broad terms with just two tiny examples in an ocean of possibilities. But the short answer is yes, you can very much be long-term profitable with options strategies. However, ultimately, options are just another tool. You really need a thesis on the underlying, and if that’s wrong, some complex options genius setup isn’t going to save you from being wrong. So don’t get too caught up in the options mechanics at the expense of understanding why the underlying is behaving the way it is. It’s the latter that will make you money; options just add to the toolbox and can, for example, make you money if the underlying doesn’t move (which isn’t possible with shares apart from whatever dividends you get).

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Difference is casino house has a consistent edge that you can’t beat, even if u count cards they’ll ban you. But you can find an edge in 0DTE and profit if you are consistent

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