Tom Sosnoff and his Tony Batista discuss strategies for trading zero-day SPX options. They emphasize a contrarian mindset but caution that applying it intraday may not yield favorable results. The analysis focuses on selling put verticals following market declines, which proved successful, while selling call verticals after increases typically failed. The duo highlights the effectiveness of delta-neutral positions like iron butterflies and iron condors. They conclude that contrarian approaches can be counterproductive in zero-day trading, suggesting a shift towards momentum-based strategies for future segments.