Core concepts

Fees

The simulator applies a realistic brokerage fee schedule to every order, so your P&L reflects the friction of real trading. On a 0DTE strategy that trades four legs in and four legs out every day, commissions hand back a meaningful share of the gross edge — and the platform is deliberately honest about it.

Default schedule

Fees are charged per leg and rolled up onto the order, deducted from your P&L and reflected in your buying-power math.

Buy to open

$1.72

per contract

Sell to open

$1.72

per contract

Buy to close

$0.72

per contract

Sell to close

$0.72

per contract

Exercise / settlement

$5.00

per in-the-money strike

The full schedule also carries two per-share equity fees for completeness, but since trading is 0DTE SPX options only, they never come into play.

Size a structure and choose how it leaves the book — closed early, or held to the 4:00 PM ET close. A 1-lot iron condor is four contracts to open (4 × $1.72 = $6.88); closing early adds four more at 4 × $0.72 for a $9.76 round trip. Hold it instead and only the in-the-money strikes settle, at $5.00 each.

Structure
Contracts 1 lot
Leg Open Close early
Long put 5900 $1.72 $0.72
Short put 5920 $1.72 $0.72
Short call 5980 $1.72 $0.72
Long call 6000 $1.72 $0.72
Subtotals $6.88 $2.88

Open cost

$6.88

Closing cost

$2.88

Per contract

Round-trip total

$9.76

A 1-lot iron condor costs $6.88 to open and $2.88 to close early, $9.76 round trip.

How fees show up

  • A filled order is charged the sum of its per-leg fees, baked straight into your realized P&L.
  • A pending limit or stop order shows a schedule-based estimate on the ticket, so you can see the projected cost before it fills — it only touches your cash once the order actually fills.
  • At the close, in-the-money options settle at $5.00 per strike; options that expire worthless cost nothing.

Broker commissions and fees compared

Every options broker charges a mix of per-contract commissions and pass-through exchange and regulatory fees, and for SPX index options the pass-throughs dominate: the largest single line is the exchange's proprietary index-option fee of roughly $0.65 per contract, which some brokers absorb into their headline pricing and others itemize on the confirmation. That is why "commission-free" options trading is never actually free on SPX — even a $0-commission broker passes the exchange and regulatory charges through, and an active 0DTE trader pays them on every leg, every day.

The table below compares typical published per-contract SPX option costs across popular US brokers — the all-in rate for each order action, plus the exercise / assignment fee charged at settlement. Instead of typing these in by hand, each row is available as a one-click preset on Settings → Simulator costs: pick your broker and every backtest, practice session, and live trade is costed under that broker's commission schedule.

Broker Buy to open Sell to open Buy to close Sell to close Exercise / assignment
Charles Schwab $0.65 $0.65 $0.65 $0.65 $0.00
E*TRADE $1.33 $1.33 $1.33 $1.33 $0.00
Fidelity $0.65 $0.65 $0.65 $0.65 $0.00
Firstrade $0.67 $0.67 $0.67 $0.67 $0.00
Interactive Brokers $1.33 $1.33 $1.33 $1.33 $0.00
moomoo $1.15 $1.15 $1.15 $1.15 $0.00
Public $1.15 $1.15 $1.15 $1.15 $0.00
Robinhood $1.04 $1.04 $1.04 $1.04 $0.00
tastytrade $1.72 $1.72 $0.72 $0.72 $5.00
TradeStation $1.65 $1.65 $1.65 $1.65 $0.00
Tradier $1.05 $1.05 $1.05 $1.05 $9.00
Webull $1.21 $1.21 $1.21 $1.21 $0.00

Typical retail, standard-plan, electronic SPX option rates as of July 2026, per contract; exercise / assignment is a flat fee, applied per in-the-money strike at settlement. Brokers change pricing and many offer volume tiers, so always verify against your broker's current published commissions and fees schedule.

A few things stand out. Most brokers charge the same rate to open and to close, while a few discount or waive the closing side — the platform's own default schedule ($1.72 to open, $0.72 to close) follows that shape. And because SPX options are European-style and cash-settled, there is no share delivery at expiration, so most brokers charge nothing for exercise or assignment — but not all of them, and on a 0DTE position held into the close that fee applies per in-the-money strike, which is exactly the kind of difference a backtest run under your real broker's costs will surface.

Custom fee schedule

The presets cover the common cases, but any registered user can also set every value by hand from Settings → Simulator costs — useful when your broker isn't in the table above, you trade on a volume or negotiated tier, or you want to stress-test a strategy against higher costs. Values must be non-negative and are capped at 10× the platform default. The override applies across everything you see: pending-order estimates, fills, end-of-day settlement, per-second history — and every backtest result you view, which is re-costed under your schedule at read time without recomputing anything. You can revert to the defaults at any time.

Tips

Backtest under the fees you would really pay

Because results are overlaid with your schedule at read time, switching the schedule instantly re-scores every strategy and portfolio you look at — a two-second way to check whether an edge survives your broker’s pricing.

Closing costs less than opening (by default)

The default schedule charges $1.72 to open and $0.72 to close, mirroring brokers that discount closing trades. Exiting early rather than settling pays $0.72 per contract instead of risking a $5.00 per-strike settlement fee on in-the-money legs — worth remembering when a position hovers near the money into the close.

Frequency and size cost differently

For positions you close before the bell, per-contract fees scale linearly — ten 1-lot condor days cost the same as one 10-lot day. Settlement is the exception: the $5.00 fee is per in-the-money strike per day, so ten days that settle in the money pay it ten times where a single 10-lot day pays it once. When comparing strategies with different trade frequency, read the fees column of the results day list — it is reported separately from gross P&L for exactly this reason.