Factor: OI (Open Interest) Based Strategy Nifty
Non-Expiry Margin: Rs. 2,85,000 for 1X
Expiry Margin: Rs. 3,45,000 for 1X
Start Time: 10:00 AM
End Time: 02:39 PM
Execution Days: All Days
Preferable Days: All Days
Favourable Conditions:
- Fall in Volatility
- Range Bound movements
- All days are preferable for this strategy
- Recommended VIX: 15 to 30
Risk Factors:
- High Volatility in market with increasing premiums
- No decay in premiums