Factor: COT NF
Margin Required: Rs. 3,45,000 for 1X
Start Time: 9:17 am
End Time: 3:09 pm
Execution Days: All Days
Preferable Days: All Days
Favourable Conditions:
- Range Bound movements
- Fall in volatility
- All days are preferable for this strategy
- Recommended VIX : 12 to 25
Risk Factors:
- High Volatility in market with increasing premiums
- No decay in premiums
- Directional Move with rise in premiums