Factor: Intraday Directional Strangle
Non-Expiry Margin : Rs. 12,60,000 for 1x
Expiry Margin: Rs. 15,00,000 for 1x
Start Time: 09:20 AM
End Time: 03:09 PM
Execution Days: All
Preferable Days: Best suited for the last week of the month
Favourable Conditions:
- Fall in volatility (or VIX)
- Best suited for the last week of the month
- Recommended VIX : 15 to 30
Risk Factors:
- Directional Move either upwards or downwards
- No decay in premiums
- Rise in volatility (or VIX)
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