This strategy trades Nifty weekly options, engaging in intraday selling of both Call and Put options. Designed for both directional and non-directional market movements it is a multi-strategy portfolio with different parameters adaptable to market conditions. By continuously adjusting position according to the market directions, it capitalizes on less volatile and range-bound markets.

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

Factor: Theta Trail NF

Non-Expiry Margin: Rs. 2,85,000 for 1X

Expiry Margin: Rs. 3,45,000 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

Default Parameters:

  • Symbol: NIFTY
  • Net Loss: 2400
  • Net Profit: NA
  • Option Type: Sell Call, Sell Put
  • Order Fill Price: 7
  • Order Lot: 1
  • Order Lot Slice: 1
  • Premium Price: 15.00 each leg
  • Premium Range: NA
  • Stop Loss for each leg:  750.00 (Rs.)
  • Strike Depth: NA
  • Strike Diff: NA
  • Time Interval (sec): NA