Slippage — the gap between the price you wanted and the price you got — is a cost on every trade. On 1DTE and 0DTE SPY options, it's amplified to the point of being decisive. A short-dated contract can move a large percentage on a small move in SPY, and the fill you get in the first second decides whether the trade is worth taking at all.
Why short-dated is worse
Three forces stack. The bid-ask spread on short-dated options is wider relative to the premium. The book is thinner, so a market order eats through levels. And gamma is high — the option's price is moving fast while you're trying to fill — so a half-second of hesitation is a different price. Chasing a breakout with a market order hands the market free money.
Execution is the edge
On a strategy that trades short-dated contracts, the execution logic is not an afterthought — it is the edge. Testing a passive fill when the tape is calm, paying up only when a move genuinely can't be missed, refusing an order when the quote is stale or the spread is blown out — these decisions, made in milliseconds and identically every time, are what separate a backtest from a live P&L.
A short-dated options strategy that ignores its own fills isn't a strategy. It's a backtest that dies on contact with the spread.
Where a system helps
The cheapest fill is the one you never had to chase. Knowing in advance where the walls and the gamma flip sit tells you which prices are likely to be defended and which are open air, so you can work a limit into a level instead of paying up after the move has already gone. NoVo maps that structure live on SPY, QQQ and IWM; the order type, the limit you set, and the decision to walk away from a blown-out spread stay yours.