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  1. S

    Union Budget 2016

    29th Feb gonna be a volatile day in terms of the index movement. It's likely. gonna be a day when you can make it big or loose it big. So few pointers to keep in mind . please feel free to add your points also: My take: 1. Historically volatility drops significantly (15-20%) post budget...
  2. S

    Scenario Analysis

    Hi Option Traders, I was trying to make a scenario analyzer for Nifty F&O, to capture the possible scenarios to my open positions in terms of the changes to Time ( Theta), IV ( Vega) and Spot ( Delta and gamma ). Idea is to be aware where we will be if a large swing happens tomorrow. it...