Nifty Intraday 916 Short Strangle Exit Time 1525pm

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We are going to backtest this Nifty Intraday 916 Short Strangle Exit Time 1525pm. we will see the results and check whether this strategy is profitable or not.

Nifty Intraday Strategies

Nifty Short Straddle
Nifty Short Strangle
Nifty Iron Condoor
Nifty Iron Fly
Nifty Bull Call Spread
Nifty Bull Put Spread
Nifty Bear Call Spread
Nifty Bear Put Spread
Nifty Call Option Buy
Nifty Put Option Buy

Nifty Weekly Strategies
  • Nifty Short Straddle
    Nifty Short Strangle
    Nifty Iron Condoor
    Nifty Iron Fly
    Nifty Bull Call Spread
    Nifty Bull Put Spread
    Nifty Bear Call Spread
    Nifty Bear Put Spread
    Nifty Call Option Buy
    Nifty Put Option Buy
  • Exit time 2::30pm
  • Exit time 2:45pm
  • Exit time 3pm
  • Exit time 3:15pm
  • Exit time 3:25pm
  •  
Nifty Monthly Strategies

Nifty Short Straddle
Nifty Short Strangle
Nifty Iron Condoor
Nifty Iron Fly
Nifty Bull Call Spread
Nifty Bull Put Spread
Nifty Bear Call Spread
Nifty Bear Put Spread
Nifty Call Option Buy
Nifty Put Option Buy

Bank Nifty Strategies
  • Bank Nifty Short Straddle
    Bank Nifty Short Strangle
    Bank Nifty Iron Condoor
    Bank Nifty Iron Fly
    Bank Nifty Bull Call Spread
    Bank Nifty Bull Put Spread
    Bank Nifty Bear Call Spread
    Bank Nifty Bear Put Spread
    Bank Nifty Call Option Buy
    Bank Nifty Put Option Buy

Nifty Intraday 916 Short Strangle Exit Time 1525pm

Nifty Intraday 916 Short Strangle Exit Time 1525pm Result

Nifty Intraday Short Strangle 916 1525 Result

See also  Nifty Intraday Naked Put Buying Backtest (ATM -100)

Nifty Intraday 916 Short Strangle Exit Time 1525pm Summary

Nifty Intraday Short Strangle 916 1525 Summary

See also  Nifty Weekly Long Call Backtest
See also  Nifty 50 Returns

Nifty Intraday 916 Short Strangle Exit Time 1525pm Day Wise

Nifty Intraday Short Strangle 916 1525 Day Wise

Nifty Intraday 916 Short Strangle Exit Time 1525pm Month wise

Nifty Intraday Short Strangle 916 1525 Month Wise

Bank Nifty Weekly Short Straddle

Bank Nifty Monthly Short Straddle

FAQ on Nifty Intraday 916 Short Strangle Exit Time 1525pm Strategy

What is a Nifty Iron Condor?

The Nifty Iron Condor is a neutral options strategy aimed at profiting from range-bound movement of the Nifty index. It involves selling an at-the-money (ATM) put and call and simultaneously buying out-of-the-money (OTM) put and call options to cap risk on both ends.

 

How does a Nifty Iron Condor work?

This strategy consists of:

  • Selling one ATM call option.
  • Selling one ATM put option.
  • Buying one OTM call option (higher strike).
  • Buying one OTM put option (lower strike).

The short options generate income, while the long options provide protection against sharp market movements.

When is the Nifty Iron Condor strategy used?

This strategy is ideal when:

  • The Nifty index is expected to trade within a limited range.
  • Implied volatility (IV) is moderate to low.
  • There are no major events or news that could trigger significant price movements.
What are the benefits of a Nifty Iron Condor?
  • Risk is limited on both the upside and downside.
  • Generates profit if the index remains range-bound.
  • Gains from time decay as the options lose value closer to expiration.
  • Flexible and can be adjusted to manage risk.
What are the drawbacks of a Nifty Iron Condor?
  • Profit potential is limited compared to directional strategies.
  • Losses occur if the market breaks out of the defined range.
  • Changes in implied volatility can negatively impact the strategy.
  • Requires active monitoring, especially as the index approaches the short strike prices.
How are breakeven points calculated for this strategy?
  • Upper Breakeven = Strike Price of Sold Call + Net Premium Received
  • Lower Breakeven = Strike Price of Sold Put – Net Premium Received

Fin Nifty Monthly Short Straddle

Midcap Nifty Monthly Short Straddle

Conclusion for backtesting of Nifty Intraday 916 Short Strangle Strategy Exit Time 1525pm

Below is the conclusion on free backtest of Nifty Intraday 916 Short Strangle Exit Time 1525pm

We can observe that the Nifty Intraday 916 Short Strangle Exit Time 1525pm Strategy is Profitable and it has given a profit of Rs.63400.

It has average day profit of Rs.50. Max profit on a single day is Rs.23268 and Max loss of Rs.-39598.

It has 54%win days and 46% loss days.

Average monthly profit is Rs.977.

Average Profit on win days is Rs.3433.

Average Loss on losing days is Rs.-3960.

Max winning streak is 9 days and max losing streak is 8 days.

Max drawdown is Rs.-196858. recovery period is 1027 (720 Days) (03 Apr 2020 – 25 Jan 2023)

Return to max drawdown is 0.06.

Expectancy is 0.01 for this  Nifty Intraday 916 Short Strangle Exit Time 1525pm

Important Points to know of Nifty Intraday 916 Short Strangle Exit Time 1525pm

 How to adjust Nifty Iron Condor Option Strategy ?

If the index moves near the short strikes, adjustments can be made:

  • Shift the untested side closer to the index to collect additional premium.
  • Convert the Iron Condor into an Iron Butterfly to handle increased volatility.
  • Close one leg of the trade if a clear directional trend emerges.

Profit and loss limitations

  • Maximum Profit: The net premium received from selling the options.
  • Maximum Loss: The difference between the strike prices of the bought and sold options minus the net premium.

Time decay impact on Nifty Iron Condor

Time decay (Theta) works in favor of this strategy, as the value of the sold options decreases faster than the bought options, especially as the expiration date nears.

Best expiry period for this strategy

The strategy works with both weekly and monthly expirations:

  • Weekly Expiry: Provides faster time decay but requires frequent monitoring.
  • Monthly Expiry: Slower but offers greater stability and less frequent adjustments.

Where can we backktest  Nifty Iron Condor?

  • Option analysis platforms such as Sensibull, Opstra, Quantsapp. Option Backtetsting and Free Backtesting
  • Broker-provided options trading tools with payoff charts.
  • Spreadsheets or tracking systems to log adjustments and analyze performance

Which Strategy is better Nifty Iton Condoor or Nifty Iron Fly ?

It depends on persons risk appetite and capital.

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