I am trading through Angel Broking. If someone could help me know what will happen to notional gain or loss appearing in the PNL statement ( which is due to auctioned securities). Whether Notional gain or loss is taxable?
1. Long on 1 Lot of nifty Futures.
2. Long on 2 Lots of next month or Far month ATM put options.
Exit all position if nifty moves 150 to 200 points in Either directions.
How this strategy works?
This strategy works by exploiting the change in Delta of Put options.
The Delta of Futures is always .
1. Whereas the Delta of options changes when nifty moves from ATM to OTM or from ATM to ITM.
Delta of ATM
Many thanks for all your efforts. am new to trading and this forum and making best use of all resources.
Am sorry to trouble you more. can you please guide me how to feed ninja7 with OI using your utility and plot it as a indicator. Or if any other source to get it done please guide me towards it. When a OI indicator is coupled with orderflow its making a lot of sense