Sharing a 0 loss of 100 success probability #BankNifty Strategy for learning and research putposes, pls check all the tweets for a thorough understanding of concept.
#NiftyBank #optionstrading #nifty #Nifty50
Focus on understanding the concept or idea of buying deep in the money options that have very little premium and selling deep OTM options that have zero intrinsic value.
#BankNifty #NiftyBank #optionstrading #nifty #Nifty50 #SGXNifty
You may enter these legs in software or excel that you use and check the breakeven range, the prices are Friday's closing prices.
#BankNifty #NiftyBank #optionstrading #nifty #Nifty50 #SGXNifty
I use Trudata's Option Decoder, have crossed checked this on Excel too. It is indeed a ZERO LOSS strategy. But real ROI is not as high as 5.62%, we'll understand it in next slides.
#BankNifty #NiftyBank #optionstrading #nifty #Nifty50 #SGXNifty
The real ROI is less than 1 % in we calculate it on total cost, including price of long side options. But with some adjustments the profit can be raised, still keepin it safe or very low risk.
#BankNifty #NiftyBank #optionstrading #nifty #Nifty50 #SGXNifty
This is another one using same strikes, altering buy sell ratio to 1:2, breakeven range is still safe, Delta n Vega indicate adequate safety, the real net ROI is about 3%, not bad for such a wide breakeven strategy
#BankNifty #NiftyBank #optionstrading #nifty #Nifty50 #SGXNifty
Similarly the buy sell ratio can be tweeked further or, sell side strikes can be a tad shifted closer to ATM to raise the profitability. The concept may give 5-6% return keeping breakeven range in safe levels.
#BankNifty #NiftyBank #optionstrading #nifty #Nifty50 #SGXNifty
Queries w.r.t. above are welcome, use comments or DMs to reach out to me.
Join for more of such low risk trading ideas and detailed analysis of #Nifty and #BankNifty.

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More from @i2gain

May 29
#KotakBank, there are a two green candles with big volume but both are not so strong candles.
#Nifty #Nifty50 #BankNifty #NiftyBank
#KotakBank Option chain indicates 2000 is a major hurdle, no confirmation of weakness yet.
#Nifty #Nifty50 #NiftyBank #BankNifty
#KotakBank low volume and possibaly short covering seen.

#Nifty #Nifty50 #BankNifty #NiftyBank
Read 6 tweets
Aug 26, 2021
Sharing a few #BankNifty & #Nifty strategies, that we deployed last week. Purpose is to assist retail traders to shift to lower risk trading. These and more similar ones were shared with followers of channel and my premium group, i2gainPremium.
any queries with respect to these are welcome on Twitter and our telegram discussion group
This #BankNifty period spread gave cool 9% in one day - Wed - Thursday, though we could grab some 5.6% only, closed the position around 2:30 P.M.
Read 10 tweets
Aug 22, 2021
#Nifty OI shed 9% on a day the saw Nifty future lost 0.83%. Clear signs of long unwinding at higher levels. Future segment participants are not as bullish as they were . . . .
#Nifty50 #BankNifty #Niftybank
#Nifty IV gained over 18%, as the index moved in opposite direction. Further expansion of IV is possible.
#Nifty50 PCR dipped further to 1.23, well in the lower zone of the range, oversold markets. (ignore 22 Aug data in the chart).
Read 9 tweets
Aug 20, 2021
#BankNifty OI and index future declined today. Looking at small change in OI on a day when Index has closed weak (lowest level of 12 sessions), can we read it as undecided participants ?
#NiftyBank #Nifty #Nifty50
#BankNifty PCR at 0.69 is lowest since July 28th, such low levels of PCR are seldom seen, indicating oversold markets.
#BankNifty IV raised to 17.5 from 15.82 on Friday, this is on expected lines for a day like today. One can keep an eye on IVs tomorrow, decline only will ensure sustainable rise and vice versa.
Read 6 tweets
Jul 31, 2021
#BankNifty has been moving within the broad range for some time, but it is perhaps at weakest level since it entered this range on May 23rd.
#niftybank #nifty #nifty50
Join for detailed BankNifty analysis and charts.
For past nine sessions, it has been trading below a long term support line that was supporting it since Sept. 2020.
#BankNifty #niftybank
Join for detailed BankNifty analysis and charts.
Prolonged underperformance with broader Nifty 50, is a sign of weakness only.
#BankNifty #niftybank
Join for detailed BankNifty analysis and charts.
Read 9 tweets
Mar 16, 2020
Observed some interesting things in quantitative data of #Nifty Nifty today, sharing whatever little I could understand.
Please follow due diligence before taking any action on it, do refer to other indicators that you normally do.
#NIFTYFUTURE #nifty50 #banknifty Chart is prepared using @Opstra from definedge.
This OI chart shows #Nifty open interest for past six months, as you can see today’s OI is highest across entire period.
Charts made using @Definedge @definedge
The above charts displays today’s change in COI, which is 11.17 % higher, price change of nifty future 7.87% and Future price of 9101.8, i.e. at a discount of Rs. 97.

Charts made using @Definedge
Read 9 tweets

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