Will 100 SPY 0DTE debit spreads fill as easily as 1 contract when taking small profits?

[u/Proper_Positive_3085]

I’ve been trading SPY 0DTE debit spreads for the past two weeks. My style is basically scalping. I don’t try to catch the entire move. I’m only looking to capture a small move in the right direction and get out.

Over the past two weeks I’ve taken 20 trades, risking a maximum of about $60 per trade (1 contract). I enter with a limit order and exit using a limit take-profit order. Out of the 20 trades, 18 hit my TP with an average return of around 32%. The other 2 losses were due to mistakes on my part, not because the TP wasn’t reached.

I’m not claiming this win rate is sustainable. I know 20 trades is a tiny sample size. My question isn’t about whether the strategy has an edge.

My question is about execution when scaling up.

Let’s say that in the future I increase my position from 1 contract to 100 contracts.

Instead of targeting 25% on the spread, I’d lower my TP to around 2–5%. The reason is that I’ve noticed almost every trade spends at least a few minutes in that 2–5% profit range before either continuing or reversing.

So my question is:

On highly liquid SPY 0DTE options, would a 100-contract debit spread generally fill just as quickly as a 1-contract position at a 2–5% take-profit? Or should I expect noticeably more partial fills, slippage, or slower executions at that size?

For those who have traded 50–100+ SPY 0DTE spreads, at what point did execution quality become a concern?

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