Core evaluation focus
Funded SPY options account
SPY is the primary liquid-core reference for long premium, debit spreads, intraday continuation, and permissioned same-day-expiry structures.
Read instrument rulesMayospell adapts a one-step prop evaluation for SPY, QQQ, 0DTE, stock, index, and US equity options. This page puts package prices, risk rules, funded economics, integrations, and every important search claim in one inspectable place.
What Mayospell actually claims
The values below come from the same central package source used by the pricing, account, billing, and funded pages.
Mayospell product snapshot: August 19, 2026. This page describes Mayospell's current simulated evaluation and payout-eligible funded simulation. Live brokerage execution, guaranteed funding, and automatic capital allocation are not offered.
This is the difference between useful category content and keyword stuffing: each phrase resolves to a product state, a precise limitation, and the route where the trader can inspect the details.
Mayospell separates the liquid core, permissioned structures, and lanes under review so the approved universe can grow without hiding risk differences.
Core evaluation focus
SPY is the primary liquid-core reference for long premium, debit spreads, intraday continuation, and permissioned same-day-expiry structures.
Read instrument rulesCore evaluation focus
QQQ supports the same liquid intraday playbook with explicit correlation controls when SPY and QQQ exposure stack across seats.
Read instrument rulesPermissioned, not unrestricted
Same-day expiry can be evaluated only inside tighter premium, size, liquidity, time-of-day, and event-risk limits. It is not a loophole around the risk box.
Read instrument rulesUS equity options universe
Liquid single-name options can enter the approved universe, with earnings, assignment, spread-width, and concentration controls applied at the contract level.
Permissioned lane under review
Cash-settled index options need their own contract, settlement, liquidity, and expiration rules before they can graduate from research into the approved universe.
Options-specific governance
The model is designed around listed US equity and ETF options rather than applying futures rules blindly to a different asset class.
The product is a progression system, not a magic-funded checkout. Each state has different economics, permissions, and evidence requirements.
1
Select the monthly standard path or the higher monthly no-activation-fee path. Account size changes the target, risk box, size allowance, and payout caps.
2
Reach the profit target without breaching max loss, daily controls, consistency behavior, structure permissions, or options-specific event and liquidity rules.
3
The standard path carries a one-time activation charge. The no-activation path builds that handoff cost into the higher monthly price.
4
Use either the five-winning-day standard lane or the three-day consistency lane, subject to balance percentage, tier cap, and account review.
5
Keep a documented record of payout-quality behavior and rule compliance. Mayospell does not currently convert this record into a live brokerage allocation.
These answers distinguish the current simulated evaluation from any later live-capital decision and make the main commercial claims inspectable.
At Mayospell, it is a payout-eligible funded simulation earned after a one-step options evaluation. It is not live capital or a brokerage account. Traders must follow the published risk rules and payout lane.
No. Mayospell does not claim instant funding. The current design requires a one-step evaluation and a funded-seat handoff before payout eligibility or later live-capital consideration.
There is no fixed calendar deadline to pass, but the combine is a monthly subscription that rebills every 30 days until the trader passes or cancels.
SPY and QQQ are core evaluation focuses. Liquid US equity options are permissioned with contract-level controls. 0DTE trading receives tighter limits, while cash-settled index options remain under review pending a dedicated rule set.
No. The core combine uses a trailing maximum-loss model. Any static-drawdown variation would be a separately labeled limited experiment, not the default program.
Conditionally. Mayospell applies event approvals, structure limits, and reduced risk around CPI, Fed decisions, earnings, expiration, and other binary events rather than offering unrestricted news trading.
The trader keeps 80% of the first three approved payouts across the member profile. The trader share becomes 90% beginning with approval four. Timing, request caps, reserve rules, and review states still apply.
Pricing, rules, platform, funded progression, trust, and evidence notes stay separate so each topic can carry the depth it deserves.
Compare every monthly path, activation charge, target, max loss, payout cap, and recovery price.
Read the drawdown, daily lock, consistency, structure, liquidity, event, and expiration rules.
Follow the funded simulation seat, payout qualification, scaling, and discretionary live path.
Inspect the current options workstation, account truth, contract controls, positions, and order workflow.
Audit simulated fill friction, live-cost requirements, market-data treatment, and the rate-card launch gate.
Trace the simulator, provider adapters, endpoint jobs, automation ownership, and public API launch gate.
See what a serious options prop firm should prove about rules, payouts, support, tools, and track record.
Trace Mayospell's pricing, payout, support, platform, and live-account boundaries.