Weekly Bank Nifty and Nifty Option Selling Strategy

By | July 10, 2020 8:38 am

The Below Strategy will be Helpful for Option Writers, We are using Historical Volatility of Index to predict the probable range of market in next 5 trading sessions.

We get this Range of Expiry day close and take position next day at Open.

We have 2 methodology where we have 70% Probability of Winning and 90% Probability of Winning.

As the Portability of Winning increase the returns also come down.

Always Keep SL 50% of premium you got. Suppose you get 50 point premium in Shorting both Call and Put So SL for this Trade should be Kept at 75 Points.

Below is the Range for NIFTY  16 July Expiry with 70% Probability of Winning

  • Traders can Short 11200 CE and 10400 PE

Below is the Range for NIFTY  16 July Expiry with 90% Probability of Winning

  • Traders can Short 11600 CE and 10100 PE

Below is the Range for Bank Nifty 16 July Expiry with 70% Probability of Winning

  • Traders can Short 24000 CE and 21800 PE

Below is the Range for Bank Nifty 16 July Expiry with 90% Probability of Winning

  • Traders can Short 25100 CE and 20700 PE

Be Strict with SL and maintain a proper Position size

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