Factor: Theta Trail NF
Non-Expiry Margin: Rs. 3,15,000 for 1x
Expiry Margin: Rs. 3,75,000 for 1x
Start Time: 09:18 AM
End Time: 03:09 PM
Execution Days: All Days
Preferable Days: NA
Favourable Conditions:
- Fall in volatility
- Range Bound movements
- Recommended VIX : 15 to 25
Risk Factors:
- Rise in volatility
- High Volatility in market with increasing premiums
- No decay in premiums