Factor: Auto Strangle Theta Earner NF
Non-Expiry Margin: Rs. 2,85,000 for 1X multiplier
Expiry Margin: Rs. 3,45,000 for 1X multiplier
Start Time: 09:16 AM
End Time: 03:09 PM
Execution Days: All Days
Preferable Days: Weekly Expiry Days
Favourable Conditions:
- Fall in volatility
- Range Bound movements
- Weekly expiry days are best suited
- Recommended VIX : 15 to 30
Risk Factors:
- High Volatility in market with increasing premiums
- No decay in premiums
- Large Directional Move either upward or downward