We are going to backtest this Nifty Short Straddle stragegy. we will take and entry at 9:16am when the market opens and exit at 13:00 before the afternoon volatility starts. we will see the results and check whether this strategy is profitable or not.

You may also like to backtest with other exit time

Nifty Short Straddle entry time 9:16am Exit time 1pm Backtesting

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Nifty Intraday short Straddle option Strategy Backtest Performance