View attachment 48921
This is current example for you. We take two major market swings in the past, and we assume banknifty going to expire below those swings.
View attachment 48922
In that case we can prepare our Cspread like this . If market shoots up , then we can buy back 41400 ce and sell 41300 pe ( or current ITM strike at the time )
Banknifty you need constant attention in Cspread.
This is current example for you. We take two major market swings in the past, and we assume banknifty going to expire below those swings.
View attachment 48922
In that case we can prepare our Cspread like this . If market shoots up , then we can buy back 41400 ce and sell 41300 pe ( or current ITM strike at the time )
Banknifty you need constant attention in Cspread.