Nifty Bank IndexTelah dikemas kini 11526 IV Crash set up on election day
Reason for IV crash set up
a) India vix increased 100% during last 40 days and reached 21
b) if vix even increased to 25 by 31 May 2024 is one of the good entry point for normal ATM put butterfly of 1000 or 500 pts wing.
c) Calendar butterfly is only strategy can be used for IV crash set up on election day or 3 days before the election day and need to be squared off if I saw 5% profit or 5% loss in two days of time.
+1x 26 JUN 48000 PE-60,248, 850
-2x 31 JUL 49000 PE 1.79L , 1420
+1x31 JUL 50000 PE -85,899,1899.5
Fund need 80K plus profit potential : 4K profit or 4K loss duration 4 days after election results.
a) India vix increased 100% during last 40 days and reached 21
b) if vix even increased to 25 by 31 May 2024 is one of the good entry point for normal ATM put butterfly of 1000 or 500 pts wing.
c) Calendar butterfly is only strategy can be used for IV crash set up on election day or 3 days before the election day and need to be squared off if I saw 5% profit or 5% loss in two days of time.
+1x 26 JUN 48000 PE-60,248, 850
-2x 31 JUL 49000 PE 1.79L , 1420
+1x31 JUL 50000 PE -85,899,1899.5
Fund need 80K plus profit potential : 4K profit or 4K loss duration 4 days after election results.
Nota
Entry into this strategy on Friday at 2 PM. Wait until thenIf entered and average on this friday at 3 PM.
Square off after election results or one day after election results, where IV cool offs.
Today also vix increased another 5%
Dagangan ditutup: sasaran tercapai
Penafian
Maklumat dan penerbitan adalah tidak dimaksudkan untuk menjadi, dan tidak membentuk, nasihat untuk kewangan, pelaburan, perdagangan dan jenis-jenis lain atau cadangan yang dibekalkan atau disahkan oleh TradingView. Baca dengan lebih lanjut di Terma Penggunaan.