This strategy trades in Nifty weekly options. This is an intraday option selling strategy which sells both Call & Put options and dynamically adjusts positions based on market movements. It operates on the concept of a unique logic for strike selection, ensuring consistency in execution and shifts positions accordingly. This strategy is based on the concept of theta decay while maintaining a minimal directional exposure.

Note: - Trading in this strategy should be avoided on an event day.

Factor: NF Shifting

Peak Margin: ₹ 8,20,000 for 1X

Multiplier Range: 1X to 45X

Start Time: 09:20 AM

End Time: 03:10 PM

Execution Days: All Days

Preferable Days: NA

Favourable Conditions:

  • Range Bound movements with gradual shifts
  • Decay in option premiums
  • Moderate volatility conditions
  • Recommended VIX : 12 to 30

Risk Factors:

  • High volatility in the market with rapid movements
  • Sudden spikes in options without decay

Default Parameters:

  • Symbol: NIFTY
  • Net Loss: 7000
  • Net Profit: NA
  • Option Type: Sell Call, Sell Put
  • Order Fill Price: 7
  • Order Lot: 1
  • Order Lot Slice: 20
  • Premium Price: NA
  • Premium Range: NA
  • Stop Loss for each leg: NA
  • Strike Depth: NA
  • Strike Diff: 50
  • Time Interval (sec): NA