Factor: Directional Strategy Sensex
Non-Expiry Margin: Rs. 2,30,000 for 1x multiplier
Expiry Margin: Rs. 3,10,000 for 1x multiplier
Start Time: 10:30 AM
End Time: 02:44 PM
Execution Days: DTE<=1
Preferable Days: NA
Favourable Conditions:
- Fall in Volatility
- Directional Move either upwards or downwards
- Recommended VIX: 15 to 30
Risk Factors:
- Rise in volatility (or VIX)
- No decay in premiums
- When market trades in both directions