Nifty Option Writing on expiry day

#21
I will be posting my tests As part of my testing and analysis.Here I tested BajajFinance strangle imitated on 9th Dec. Though my objective has been achieved and I would have closed my real trade on Monday 16th Dec. Posting screenshot for reference. since delta has reached .25 I might consider rolling the Put upwards to make it delta neutral.


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Schatz

Well-Known Member
#22
I will be posting my tests As part of my testing and analysis.Here I tested BajajFinance strangle imitated on 9th Dec. Though my objective has been achieved and I would have closed my real trade on Monday 16th Dec. Posting screenshot for reference. since delta has reached .25 I might consider rolling the Put upwards to make it delta neutral.


View attachment 39390
which site is this which is showing position greeks
 

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