My feeling is, that your got fancied with this concept " Delta neutral " and missing some basics.
Will that above trade give profits -
where is a trade in that ? Please Give a example ( Fut/CE/PE - Buy/Sell ?)
No. Generally Nifty move of 10-20 points can not yield returns through hedging delta ( Expiry days may be exception to this )
Will that above trade give profits -
where is a trade in that ? Please Give a example ( Fut/CE/PE - Buy/Sell ?)
No. Generally Nifty move of 10-20 points can not yield returns through hedging delta ( Expiry days may be exception to this )
Here I meant buy both both options 11500 PE and 11700 CE in expectation that if Nifty moves either way we can make profit ?
As can be seen from the calculator all other factors like gamma, theta and Vega are the same so theoritocally we shpuld be able to make profits but practically that is not happening ..
Also sir.. Is there a phone number for you that I can call , Pls.. It will be easier to call and talk if you dont mind .. Iam in chennai India..