Premium Decay in nifty

pannet1

pannet1

Well-Known Member
#42
#42
vagar11 said:
No.

I am not doing any automated trading. You can code ur strategy on zerodha.
Click to expand...
Yeap. But it comes with a premium in the form of monthly subscription. I dont have a bandwidth for that now.
 
A

aces27

Member
#43
#43
For Short Straddles :

1. Please tell how much is the apporixmate time decay per day
in phases probabaly Day 1 to Day 5 , 5 to 10 , 10 t 15 , 15 to 20 , 20 to 25 and Day 25 to 30 (Calendar Days).
Was trying(unsuccefully) to draw an exponential curve in excel.
Assuming 25 January to be Day 1 and 25 Feb to be Day 30 for feb month contracts.
Always interested in immediate month (not next month)
Or is it smarter to do next month.
 
vagar11

vagar11

Well-Known Member
#44
#44
aces27 said:
For Short Straddles :

1. Please tell how much is the apporixmate time decay per day
in phases probabaly Day 1 to Day 5 , 5 to 10 , 10 t 15 , 15 to 20 , 20 to 25 and Day 25 to 30 (Calendar Days).
Was trying(unsuccefully) to draw an exponential curve in excel.
Assuming 25 January to be Day 1 and 25 Feb to be Day 30 for feb month contracts.
Always interested in immediate month (not next month)
Or is it smarter to do next month.
Click to expand...
You are looking for some straight forward answer which never happens in market.

I think I have attached enough charts which you can analyze to use premium decay.
 
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