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Nifty Strategy - Expiry 11th February 2021 - Closed with 1.27% ROI

  Last edited on Saturday 10th February 2021


  • Nifty cloased at 14630.4 
  • Nifty current future closed at 14639.8
  • SGX Nifty current futures at 14623.5
  • Put Call Ratio (PCR) is 1.41 and it is Bearish.
  • Max pain is at 14000.
  • INDIAVIX is at 23.3225
  • Market was expecting some negative news like tax increase, however Union Budget had no negative news, so the market eallied 600+ points in a day and still bullish and may get volatile.

Based on the above data we can say Nifty is volatile and bullish to neutral. 13500,13600 acts as good support and 14750 may be a good resistance. Our strategies are based on this support and resistance.

Current expiry is on 11th February 2021

Our view is Bullish to Neutral

Option Prices may change while you place the trades. If gap up ang gap down happens then adjust the strike prices based on that but respect the support and resistance. Place trades after 9:45 AM. Adjustments will be provided if needed. Capital may required more if adjustments are made. Recomend to deploy only 50% of the capital.
  • All the strategies will be deployed on 2nd February 2021
  • Choose the strike price where deta is < 0.15 and > 0.10

Strategy Name - Ratio Spread


Return On Investment (ROI) will be 2.03% on exiry. Capital required is 1.79 Lakhs but hightly recomend to keep at least 2 Lakhs. 

Pros - Probability of profit is high even market is up.
Cons - Vega is negative so won't good for highly volatile market.
  • 7th Feb 2021

Adjustments

As our call side has been breached, we had to do the adjustment. Added one more PE sell and CE Buy. This reuired additional 1 lakh capital. 
Note: I can't give a realtime adjustments in the blogs. This blog is for learning purpose only.

  • 10th Feb 2021

Exited with Rs 3573 Profit. Which is 1.27% ROI.

If you like my blog, let me know in the comments and I will post more this kind of blogs

Thanks and Regards,
Techie VISH 😉.

Check out my Banknifty strategy click here.

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