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#Nifty low-IV strategy - I will call it "Krauncha Vyuha" Crane-shaped strategy.
lf stays between 10900-11400 then ThetaDecay max profit at 11111 for 31k.
If goes above 11400 then minimum loss
if goes below 10900 - exponential profit.
Vega High+ve, Theta & Delta slight -ve.
lf stays between 10900-11400 then ThetaDecay max profit at 11111 for 31k.
If goes above 11400 then minimum loss
if goes below 10900 - exponential profit.
Vega High+ve, Theta & Delta slight -ve.
For educational purpose here is the Greekvalue #Nifty
