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Kora Reddy
@paststat
, 7 tweets, 1 min read Read on Twitter
how to calculate straddle price from the head ?
number of trading days remaining n , calculate sqrt(n) , for jul 11 this is sqrt(5) = 2.2
take the iv figure , this is at 17 now
take the spot for bnf it is at 31550
ATM straddle price , spot * iv * sqrt(trading days ) / 2000 = 31500*17*2.2/2000 = so about 590
can some one tell me the 31500 straddle price now pls
instead of torturing the IV solvers to get the ATM IV for the past dates , one can simply do reverse to get historical IV figures !!
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Kora Reddy
@paststat
ok , now lets move onto calculating the call value of ATM from the head ..
for jul 11 , 31600 , remaining days are 7
and yrly days are 365
Read 14 tweets
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Kora Reddy
@paststat
let me do an option backtest seminar so that folks can do their own tests , than bugging me to do that and to do this et.al , all these am doing in real time , so don't interrupt in between
step down load index data -> nseindia.com/products/conte…
step 1 ) link - > dropbox.com/s/tves7ywbhwax…
Read 39 tweets
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Kora Reddy
@paststat
too many poppy seeds in that oliga , bit sleepy , but as students asked for , we will do an online seminar , per students choice we will be learning debit spreads #optionseminar
after searching bit of literature online and dialing into tom sosnoff ( which i believe is a popular cut copy paste site, sorry inspiration if you call that way , for our india's master option trainers ) , correct me if iam wrong
debit spread is apparently a favorite strategy for directional plays in low implied volatility environments
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HMK alias MANOJ
@scorpiomanojFRM
#TRADING Intraday - A very simple intraday trading method; No sophisticated systems / pivots / fibbonaci / indicators / EW..... etc ; This is being followed by sum of the successful intraday traders in the world and even in our markets too. The following are the steps:
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Gamma Gatherer
@_sbr1
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HMK alias MANOJ
@scorpiomanojFRM
#TRADING Intraday Trading Setup 3 - Pivot trend relationship setup
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HMK alias MANOJ
@scorpiomanojFRM
#TRADING
A simple intraday trading strategy:

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1/n
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2/n
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3/n
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