Low Risk Low Returns- Target 50 NF per month per NF Lot

[jamit_05]

Next Spread:

Will sell monthly pairs:

Short 29Aug11600CE 188
Short 29Aug11400PE 114
----------------------------
Total 302

I expect this pair too to decay by around 10 points every day.

 

[jamit_05]

Short 29Aug11600CE 193 (50pts OTM)
Short 29Aug11500PE 136 (70 OTM)
------------------------------
Total 329

Expectation: Time decay of 5 to 10 points everyday, with safety from 400 points swing on either side. Fairly safe, until proven otherwise.

Of course, the second week to expiry is ideal, but lets just see how much this pair gives in a week.

18July11550CE @60
Expecting it to expire worthless, since trend is down. Hence gaining entire 113 points collected from the spread.

 

[jamit_05]

Short 29Aug11600CE 193 (50pts OTM)
Short 29Aug11500PE 136 (70 OTM)
------------------------------
Total 329

CMP 322, there is a decay of 7 points a day, which is good considering that the risk is well covered for 400 points.

18July11550CE @60 //11600CE maxOI so this position is safe till expiry.

 

[jamit_05]

29Aug pairs had too much security it seems, the movement was nowhere close to 10 points a day... shifted to

25July11650CE 71
25July11500PE 36
Collected: 107

Squared @ 25July11650CE 79
Sold 25July11700CE 56

107-79+56=84 collected

 

[moneymanager1980]

29Aug pairs had too much security it seems, the movement was nowhere close to 10 points a day... shifted to

25July11650CE 71
25July11500PE 36
Collected: 107

This will certainly decay 10 points a day.

as mkt was range bound for quite some time now a speed one sided move will be dangerous to this strategy .. i could be wrong

 

[jamit_05]

as mkt was range bound for quite some time now a speed one sided move will be dangerous to this strategy .. i could be wrong

I am trend trading futures, just like you I am also expecting a good 200 point move in a direction in this week.

This move will destroy our option position, if not managed in time. Am trading small position to learn exactly that.

 

[jamit_05]

25July11650CE 71
25July11500PE 36
Collected: 107

Squared @ 25July11650CE 79
Sold 25July11700CE 56

107-79+56=84 collected
cmp 57+27=84

 

[jamit_05]

Collected 84

25July 11700CE+11500PE = 57+23 = 80

Squared 11500PE 24
Sold 11600PE 48

Collected 84-24+48= 108

Squared 11600PE 39
Sold 11650PE 55

108-39+55=124

CMP 61+57=118

 

[pannet1]

View attachment 35764


There is no loss on the upside.

11700 and 11900 are the two peaks where there is profit.

sorry if this is repost. what is this product of amcharts called. is it paid or free.

 

[jamit_05]

sorry if this is repost. what is this product of amcharts called. is it paid or free.

This chart was from Opstra. Yes, its free.