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 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
Date | Day | Entry Date | Exit Time | Profit | Perfomance | N Lot Size | Max Profit/Loss | India VIX | N Gap Up/Down | N Prev Day H/L | N Spot Change | N Fut Change | (1) N Sell 1 lot ATM PE | (2) N Sell 1 lot ATM CE |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2019/02/15 | Thu | 2019-02-15 ( Fri) | 2019-02-28(Thu) 15:25 | 14,529.00 | 14,529.00 | 75 | 15475/-1910 | 15.5 - 18.12 | 34.2 ( 0.32%) | - | 62 ( 10732.2-10794.1) | 44 ( 10748.25-10791.75) | 8709 ( 116.17-0.05=-116.12) 10750PE | 5821 ( 116.86-39.25=-77.61) 10750CE |
2019/03/01 | Thu | 2019-03-01 ( Fri) | 2019-03-28(Thu) 15:24 | -25,415.00 | -10,886.00 | 75 | 3689/-28464 | 16.78 - 16.74 | 50.15 ( 0.46%) | - | 706 ( 10855.85-11562.1) | 663 ( 10898.65-11561.2) | 12388 ( 165.32-0.15=-165.17) 10850PE | -37803 ( 207.96-712=504.04) 10850CE |
2019/03/29 | Thu | 2019-03-29 ( Fri) | 2019-04-25(Thu) 15:25 | 26,094.00 | 15,208.00 | 75 | 26754/-1645 | 16.78 - 23.22 | 55.45 ( 0.48%) | Day Open > PDH | 18 ( 11618.4-11636.75) | -35 ( 11674.55-11639.85) | 11698 ( 156.02-0.05=-155.97) 11600PE | 14396 ( 228.95-37=-191.95) 11600CE |
2019/04/26 | Thu | 2019-04-26 ( Fri) | 2019-05-30(Thu) 15:25 | 30,939.00 | 46,147.00 | 75 | 37903/-6958 | 23.5 - 15.7 | 41.95 ( 0.36%) | - | 257 ( 11688.75-11945.35) | 210 ( 11736.95-11946.8) | 23246 ( 309.99-0.05=-309.94) 11700PE | 7693 ( 342.53-239.95=-102.58) 11700CE |
2019/05/31 | Thu | 2019-05-31 ( Fri) | 2019-06-27(Thu) 15:25 | 15,666.00 | 61,813.00 | 75 | 21086/-1276 | 14.88 - 14.62 | 53.9 ( 0.45%) | Day Open > PDH | -146 ( 11992-11845.85) | -156 ( 12000-11844.2) | 2238 ( 180.84-151=-29.84) 12000PE | 13429 ( 179.1-0.05=-179.05) 12000CE |
2019/06/28 | Thu | 2019-06-28 ( Fri) | 2019-07-25(Thu) 15:25 | -16,730.00 | 45,083.00 | 75 | 12857/-19273 | 14.52 - 12.52 | 19.6 ( 0.17%) | - | -609 ( 11868.75-11259.95) | -659 ( 11910.4-11251.7) | -32398 ( 153.38-585.35=431.97) 11850PE | 15667 ( 208.95-0.05=-208.9) 11850CE |
2019/07/26 | Thu | 2019-07-26 ( Fri) | 2019-08-29(Thu) 15:25 | 1,546.00 | 46,629.00 | 75 | 13134/-19941 | 13.1 - 16.21 | -4.7 ( -0.04%) | - | -295 ( 11252.05-10956.65) | -337 ( 11283.7-10946.4) | -10745 ( 151.59-294.85=143.26) 11250PE | 12291 ( 163.93-0.05=-163.88) 11250CE |
2019/08/30 | Thu | 2019-08-30 ( Fri) | 2019-09-26(Thu) 15:25 | -15,231.00 | 31,398.00 | 75 | 14903/-24273 | 16.19 - 16.28 | 39.5 ( 0.36%) | - | 581 ( 10995.6-11576.75) | 546 ( 11026.45-11572.8) | 12683 ( 169.15-0.05=-169.1) 11000PE | -27914 ( 197.96-570.15=372.19) 11000CE |
2019/09/27 | Thu | 2019-09-27 ( Fri) | 2019-10-31(Thu) 15:25 | 7,982.00 | 39,380.00 | 75 | 21842/-6178 | 16.44 - 16.25 | -14.85 ( -0.13%) | - | 340 ( 11530.95-11870.95) | 288 ( 11590.3-11878) | 14697 ( 196.01-0.05=-195.96) 11550PE | -6715 ( 235.47-325=89.53) 11550CE |
2019/11/01 | Thu | 2019-11-01 ( Fri) | 2019-11-28(Thu) 15:25 | 7,707.00 | 47,087.00 | 75 | 19603/-385 | 16.35 - 13.87 | 9.15 ( 0.08%) | - | 283 ( 11872.95-12155.45) | 251 ( 11901.15-12152) | 13160 ( 175.57-0.1=-175.47) 11850PE | -5453 ( 228.4-301.1=72.7) 11850CE |
2019/11/29 | Thu | 2019-11-29 ( Fri) | 2019-12-26(Thu) 15:25 | 22,985.00 | 70,072.00 | 75 | 23034/-261 | 13.62 - 11.17 | -4.95 ( -0.04%) | - | 2 ( 12123.85-12125.6) | -26 ( 12154.1-12128.5) | 10552 ( 140.74-0.05=-140.69) 12100PE | 12434 ( 193.88-28.1=-165.78) 12100CE |
2019/12/27 | Thu | 2019-12-27 ( Fri) | 2020-01-30(Thu) 15:25 | 16,505.00 | 86,577.00 | 75 | 20019/-2001 | 11.13 - 16.89 | 46.35 ( 0.38%) | - | -153 ( 12172.95-12019.65) | -185 ( 12221-12035.65) | 1293 ( 131.94-114.7=-17.24) 12150PE | 15212 ( 202.88-0.05=-202.83) 12150CE |
2020/01/31 | Thu | 2020-01-31 ( Fri) | 2020-02-27(Thu) 15:25 | -3,440.00 | 83,137.00 | 75 | 21104/-10449 | 16.65 - 17.4 | 64.6 ( 0.54%) | - | -448 ( 12082.45-11634.3) | -464 ( 12097.65-11633.25) | -19059 ( 212.98-467.1=254.12) 12100PE | 15619 ( 208.3-0.05=-208.25) 12100CE |
2020/02/28 | Thu | 2020-02-28 ( Fri) | 2020-03-26(Thu) 15:25 | -171,381.00 | -88,244.00 | 75 | 3759/-248252 | 19.16 - 70.74 | -251.3 ( -2.16%) | Day Open < PDL | -2707 ( 11350.75-8643.55) | -2724 ( 11361.15-8637) | -190440 ( 238.8-2778=2539.2) 11350PE | 19059 ( 254.17-0.05=-254.12) 11350CE |
2020/03/27 | Thu | 2020-03-27 ( Fri) | 2020-04-30(Thu) 15:25 | 30,810.00 | -57,434.00 | 75 | 71411/-12427 | 67.71 - 34.07 | 307.65 ( 3.56%) | Day Open > PDH | 870 ( 8995.5-9865.75) | 885 ( 8977-9862.1) | 48790 ( 650.58-0.05=-650.53) 9000PE | -17980 ( 623.42-863.15=239.73) 9000CE |
2020/05/04 | Thu | 2020-05-04 ( Mon) | 2020-05-28(Thu) 15:25 | 49,539.00 | -7,895.00 | 75 | 49671/-6474 | 39.22 - 30.08 | -326.4 ( -3.31%) | Day Open < PDL | 16 ( 9475.4-9491.3) | 30 ( 9458.7-9488.7) | 26204 ( 360.29-10.9=-349.39) 9500PE | 23336 ( 311.24-0.1=-311.14) 9500CE |
2020/05/29 | Thu | 2020-05-29 ( Fri) | 2020-06-25(Thu) 15:25 | -25,934.00 | -33,829.00 | 75 | 1306/-48149 | 30.38 - 29.69 | -67.9 ( -0.72%) | - | 874 ( 9405.85-10279.85) | 897 ( 9392.9-10289.6) | 20593 ( 274.62-0.05=-274.57) 9400PE | -46527 ( 269.64-890=620.36) 9400CE |
2020/06/26 | Thu | 2020-06-26 ( Fri) | 2020-07-30(Thu) 15:25 | -2,424.00 | -36,253.00 | 75 | 18350/-20443 | 29.47 - 24.85 | 90 ( 0.87%) | Day Open > PDH | 710 ( 10383.85-11093.6) | 784 ( 10320-11104.1) | 28216 ( 376.26-0.05=-376.21) 10400PE | -30640 ( 295.76-704.3=408.54) 10400CE |
2020/07/31 | Thu | 2020-07-31 ( Fri) | 2020-08-27(Thu) 15:25 | 7,562.00 | -28,691.00 | 75 | 20470/-729 | 24.78 - 18.93 | 37.35 ( 0.34%) | - | 480 ( 11084.7-11564.5) | 484 ( 11075.7-11560) | 22163 ( 295.56-0.05=-295.51) 11100PE | -14601 ( 265.52-460.2=194.68) 11100CE |
2020/08/28 | Thu | 2020-08-28 ( Fri) | 2020-09-24(Thu) 15:25 | -27,940.00 | -56,631.00 | 75 | 19550/-28079 | 18.27 - 23.77 | 43.7 ( 0.38%) | - | -818 ( 11613.4-10795.35) | -825 ( 11628.2-10803.35) | -44895 ( 199.5-798.1=598.6) 11600PE | 16955 ( 226.16-0.1=-226.06) 11600CE |
2020/09/25 | Thu | 2020-09-25 ( Fri) | 2020-10-29(Thu) 15:25 | -15,729.00 | -72,360.00 | 75 | 1184/-43370 | 22.55 - 24.03 | 104.85 ( 0.97%) | - | 772 ( 10901.85-11674.1) | 779 ( 10891.6-11671) | 21316 ( 284.27-0.05=-284.22) 10900PE | -37045 ( 276.81-770.75=493.94) 10900CE |
2020/10/30 | Thu | 2020-10-30 ( Fri) | 2020-11-26(Thu) 15:24 | -55,473.00 | -127,833.00 | 75 | 5266/-65414 | 24.24 - 20.27 | 7.65 ( 0.07%) | - | 1342 ( 11664.8-13006.9) | 1330 ( 11658-12988.05) | 22421 ( 299-0.05=-298.95) 11650PE | -77894 ( 306.06-1344.65=1038.59) 11650CE |
2020/11/27 | Thu | 2020-11-27 ( Fri) | 2020-12-31(Thu) 15:25 | -33,152.00 | -160,985.00 | 75 | 7708/-36040 | 18.32 - 21.14 | 25.05 ( 0.19%) | - | 977 ( 12997.65-13974.75) | 959 ( 13024.95-13983.8) | 19238 ( 256.56-0.05=-256.51) 13000PE | -52390 ( 286.71-985.25=698.54) 13000CE |
2021/01/01 | Thu | 2021-01-01 ( Fri) | 2021-01-28(Thu) 15:25 | 31,646.00 | -129,339.00 | 75 | 36143/-13780 | 21.24 - 24.35 | 14.35 ( 0.1%) | - | -189 ( 14013.85-13824.4) | -209 ( 14026.45-13817.7) | 8043 ( 290.14-182.9=-107.24) 14000PE | 23604 ( 314.77-0.05=-314.72) 14000CE |
2021/01/29 | Thu | 2021-01-29 ( Fri) | 2021-02-25(Thu) 15:24 | -34,994.00 | -164,333.00 | 75 | 5442/-52649 | 23.9 - 22.87 | 129.05 ( 0.93%) | Day Open > PDH | 1169 ( 13929.2-15097.7) | 1161 ( 13937.15-15098) | 27216 ( 362.93-0.05=-362.88) 13950PE | -62210 ( 342.98-1172.45=829.47) 13950CE |
2021/02/26 | Thu | 2021-02-26 ( Fri) | 2021-03-25(Thu) 15:25 | 21,406.00 | -142,927.00 | 75 | 43869/-9403 | 25.25 - 22.62 | -208.75 ( -1.38%) | Day Open < PDL | -474 ( 14792.5-14318) | -497 ( 14820.3-14323) | -8212 ( 368.8-478.3=109.5) 14800PE | 29619 ( 394.97-0.05=-394.92) 14800CE |
2021/03/26 | Thu | 2021-03-26 ( Fri) | 2021-04-29(Thu) 15:25 | 26,037.00 | -116,890.00 | 75 | 38660/-5481 | 22.58 - 23.29 | 181.4 ( 1.27%) | - | 387 ( 14492.4-14879.65) | 331 ( 14565-14896) | 25499 ( 340.04-0.05=-339.99) 14500PE | 538 ( 401.28-394.1=-7.18) 14500CE |
2021/04/30 | Thu | 2021-04-30 ( Fri) | 2021-05-27(Thu) 15:25 | 10,551.00 | -106,339.00 | 75 | 29711/-7699 | 23.58 - 19.77 | -147.55 ( -0.99%) | Day Open < PDL | 578 ( 14766.35-15344.7) | 539 ( 14799-15338.05) | 25738 ( 343.27-0.1=-343.17) 14750PE | -15186 ( 384.57-587.05=202.48) 14750CE |
2021/05/28 | Thu | 2021-05-28 ( Fri) | 2021-06-24(Thu) 15:25 | 15,629.00 | -90,710.00 | 75 | 23246/0 | 17.75 - 14.95 | 83.35 ( 0.54%) | Day Open > PDH | 344 ( 15446.9-15790.75) | 315 ( 15476.05-15791) | 19612 ( 261.64-0.15=-261.49) 15450PE | -3982 ( 286.96-340.05=53.09) 15450CE |
2021/06/25 | Thu | 2021-06-25 ( Fri) | 2021-07-29(Thu) 15:25 | 34,247.00 | -56,463.00 | 75 | 36307/-1246 | 14.99 - 12.87 | 48.9 ( 0.31%) | Day Open > PDH | -46 ( 15827.9-15782.3) | -87 ( 15866.5-15779.5) | 13846 ( 255.76-71.15=-184.61) 15850PE | 20402 ( 272.08-0.05=-272.03) 15850CE |
2021/07/30 | Thu | 2021-07-30 ( Fri) | 2021-08-26(Thu) 15:25 | -21,107.00 | -77,570.00 | 50 | 2010/-25025 | 13.25 - 13.46 | 111.85 ( 0.71%) | Day Open > PDH | 859 ( 15780.1-16638.75) | 854 ( 15786.8-16640.55) | 10724 ( 214.52-0.05=-214.47) 15800PE | -31831 ( 202.48-839.1=636.62) 15800CE |
2021/08/27 | Thu | 2021-08-27 ( Fri) | 2021-09-30(Thu) 15:25 | -26,165.00 | -103,735.00 | 50 | 570/-42023 | 13.54 - 18.34 | 5.65 ( 0.03%) | - | 954 ( 16632.25-17586.65) | 969 ( 16646-17615) | 11465 ( 229.4-0.1=-229.3) 16650PE | -37630 ( 220.34-972.95=752.61) 16650CE |
2021/10/01 | Thu | 2021-10-01 ( Fri) | 2021-10-28(Thu) 15:25 | 15,421.00 | -88,314.00 | 50 | 15509/-23348 | 18.82 - 18.08 | -86.25 ( -0.49%) | Day Open < PDL | 312 ( 17498.8-17811.15) | 378 ( 17473.25-17851.55) | 17161 ( 343.27-0.05=-343.22) 17500PE | -1740 ( 317.21-352=34.79) 17500CE |
2021/10/29 | Thu | 2021-10-29 ( Fri) | 2021-11-25(Thu) 15:25 | 23,311.00 | -65,003.00 | 50 | 25749/-2336 | 18.42 - 16.56 | -24.2 ( -0.14%) | - | -184 ( 17736.9-17552.9) | -245 ( 17782.5-17537) | 5601 ( 325.86-213.85=-112.01) 17750PE | 17711 ( 354.27-0.05=-354.22) 17750CE |
2021/11/26 | Thu | 2021-11-26 ( Fri) | 2021-12-30(Thu) 15:25 | 24,214.00 | -40,789.00 | 50 | 26499/-15313 | 16.76 - 16.62 | -197.5 ( -1.13%) | Day Open < PDL | -117 ( 17327-17210.4) | -177 ( 17380.9-17204) | 7650 ( 298.5-145.5=-153) 17350PE | 16564 ( 331.33-0.05=-331.28) 17350CE |
2021/12/31 | Thu | 2021-12-31 ( Fri) | 2022-01-27(Thu) 15:25 | 20,190.00 | -20,599.00 | 50 | 23310/-23922 | 16.74 - 21.06 | 40.55 ( 0.24%) | - | -159 ( 17281.3-17122.75) | -207 ( 17313.8-17107) | 4905 ( 289.79-191.7=-98.09) 17300PE | 15285 ( 305.76-0.05=-305.71) 17300CE |
2022/01/28 | Thu | 2022-01-28 ( Fri) | 2022-02-24(Thu) 15:25 | -10,835.00 | -31,434.00 | 50 | 31147/-11343 | 20.95 - 32.38 | 98.15 ( 0.57%) | Day Open > PDH | -1058 ( 17273.05-16214.9) | -1036 ( 17281.65-16245.9) | -31479 ( 376.81-1006.4=629.59) 17250PE | 20644 ( 412.93-0.05=-412.88) 17250CE |
2022/02/25 | Thu | 2022-02-25 ( Fri) | 2022-03-31(Thu) 15:23 | 1,405.00 | -30,029.00 | 50 | 20316/-9397 | 27.62 - 20.51 | 267.7 ( 1.65%) | - | 925 ( 16530.05-17455.1) | 919 ( 16543-17462) | 23731 ( 474.66-0.05=-474.61) 16550PE | -22325 ( 467.65-914.15=446.5) 16550CE |
2022/04/01 | Thu | 2022-04-01 ( Fri) | 2022-04-28(Thu) 15:25 | 27,915.00 | -2,114.00 | 50 | 31780/-7975 | 20.78 - 19.54 | -27.85 ( -0.16%) | - | -237 ( 17456.25-17219.45) | -258 ( 17499-17241.4) | 7943 ( 367.11-208.25=-158.86) 17450PE | 19972 ( 399.49-0.05=-399.44) 17450CE |
2022/04/29 | Thu | 2022-04-29 ( Fri) | 2022-05-26(Thu) 15:25 | -22,692.00 | -24,806.00 | 50 | 1693/-45172 | 18.89 - 22.63 | 84.2 ( 0.49%) | Day Open > PDH | -1124 ( 17320.15-16196.6) | -1166 ( 17334.4-16168.35) | -40471 ( 320.59-1130=809.41) 17300PE | 17778 ( 355.66-0.1=-355.56) 17300CE |
2022/05/27 | Thu | 2022-05-27 ( Fri) | 2022-06-30(Thu) 15:25 | 13,742.00 | -11,064.00 | 50 | 19313/-15465 | 21.8 - 21.91 | 126.45 ( 0.78%) | Day Open > PDH | -555 ( 16315.6-15760.45) | -518 ( 16298.8-15781) | -6155 ( 397.7-520.8=123.1) 16300PE | 19898 ( 398-0.05=-397.95) 16300CE |
2022/07/01 | Thu | 2022-07-01 ( Fri) | 2022-07-28(Thu) 15:24 | -27,019.00 | -38,083.00 | 50 | 12598/-27019 | 22.16 - 17.06 | -76.55 ( -0.49%) | Day Open < PDL | 1280 ( 15660.1-16939.8) | 1271 ( 15658.25-16929.5) | 18505 ( 370.14-0.05=-370.09) 15650PE | -45524 ( 374.57-1285.05=910.48) 15650CE |
2022/07/29 | Thu | 2022-07-29 ( Fri) | 2022-08-25(Thu) 15:25 | 7,924.00 | -30,159.00 | 50 | 12482/-16633 | 16.86 - 19.21 | 149.9 ( 0.89%) | Day Open > PDH | 438 ( 17077.65-17516.05) | 413 ( 17105-17518.2) | 14234 ( 284.72-0.05=-284.67) 17100PE | -6309 ( 293.57-419.75=126.18) 17100CE |
2022/08/26 | Thu | 2022-08-26 ( Fri) | 2022-09-29(Thu) 15:25 | -7,268.00 | -37,427.00 | 50 | 17810/-8725 | 18.5 - 21.17 | 96.85 ( 0.55%) | - | -826 ( 17651.3-16824.85) | -902 ( 17721-16818.55) | -26295 ( 308.45-834.35=525.9) 17650PE | 19027 ( 380.59-0.05=-380.54) 17650CE |
2022/09/30 | Thu | 2022-09-30 ( Fri) | 2022-10-27(Thu) 15:25 | -8,127.00 | -45,554.00 | 50 | 12738/-10417 | 21.79 - 16.54 | -20.05 ( -0.12%) | - | 967 ( 16795.3-17762.5) | 921 ( 16814.05-17735.05) | 19042 ( 380.89-0.05=-380.84) 16800PE | -27169 ( 393.62-937=543.38) 16800CE |
2022/10/28 | Thu | 2022-10-28 ( Fri) | 2022-11-24(Thu) 15:25 | -4,112.00 | -49,666.00 | 50 | 11771/-5722 | 16.7 - 13.56 | 19.45 ( 0.11%) | - | 738 ( 17782.15-18519.65) | 656 ( 17828-18483.6) | 14415 ( 288.4-0.1=-288.3) 17800PE | -18527 ( 315.81-686.35=370.54) 17800CE |
2022/11/25 | Thu | 2022-11-25 ( Fri) | 2022-12-29(Thu) 15:25 | 15,315.00 | -34,351.00 | 50 | 15626/-7752 | 13.96 - 14.74 | 44.35 ( 0.24%) | - | -263 ( 18469.75-18206.9) | -420 ( 18612.85-18192.85) | -2918 ( 200.54-258.9=58.36) 18450PE | 18234 ( 364.72-0.05=-364.67) 18450CE |
2022/12/30 | Wed | 2022-12-30 ( Fri) | 2023-01-25(Wed) 15:25 | 9,455.00 | -24,896.00 | 50 | 22106/-144 | 14.81 - 14.57 | 68.1 ( 0.37%) | Day Open > PDH | -339 ( 18245.45-17906.45) | -439 ( 18332-17893.15) | -6136 ( 232.83-355.55=122.72) 18250PE | 15592 ( 311.93-0.1=-311.83) 18250CE |
2023/01/27 | Thu | 2023-01-27 ( Fri) | 2023-02-23(Thu) 15:25 | 16,691.00 | -8,205.00 | 50 | 24791/-4689 | 15.86 - 14.95 | -14.75 ( -0.08%) | - | -301 ( 17816.6-17515.8) | -419 ( 17930-17510.5) | -1992 ( 247.9-287.75=39.85) 17800PE | 18684 ( 373.72-0.05=-373.67) 17800CE |
2023/02/24 | Wed | 2023-02-24 ( Fri) | 2023-03-29(Wed) 15:25 | 821.00 | -7,384.00 | 50 | 8726/-11339 | 14.78 - 13.43 | 80.1 ( 0.46%) | - | -470 ( 17580.2-17109.9) | -591 ( 17673-17082.45) | -14345 ( 231.09-518=286.91) 17600PE | 15167 ( 303.38-0.05=-303.33) 17600CE |
2023/03/31 | Thu | 2023-03-31 ( Fri) | 2023-04-27(Thu) 15:25 | -10,388.00 | -17,772.00 | 50 | 5204/-10553 | 13.25 - 11.41 | 129.65 ( 0.76%) | Day Open > PDH | 691 ( 17237.25-17928.2) | 609 ( 17310.2-17919) | 10087 ( 201.79-0.05=-201.74) 17250PE | -20476 ( 260.09-669.6=409.51) 17250CE |
2023/04/28 | Thu | 2023-04-28 ( Fri) | 2023-05-25(Thu) 15:25 | 1,896.00 | -15,876.00 | 50 | 9215/-7575 | 11.5 - 12.45 | 35.35 ( 0.2%) | Day Open > PDH | 382 ( 17944.4-18326.3) | 284 ( 18039.95-18323.95) | 7943 ( 158.9-0.05=-158.85) 17950PE | -6046 ( 250.19-371.1=120.91) 17950CE |
2023/05/26 | Wed | 2023-05-26 ( Fri) | 2023-06-28(Wed) 15:25 | -7,584.00 | -23,460.00 | 50 | 7536/-9147 | 12.33 - 10.82 | 47.2 ( 0.26%) | Day Open > PDH | 638 ( 18345.45-18983) | 543 ( 18427.95-18971) | 10144 ( 202.93-0.05=-202.88) 18350PE | -17728 ( 272.83-627.4=354.57) 18350CE |
2023/06/30 | Thu | 2023-06-30 ( Fri) | 2023-07-27(Thu) 15:25 | -8,617.00 | -32,077.00 | 50 | 48/-24847 | 11.14 - 10.39 | 104.75 ( 0.55%) | Day Open > PDH | 641 ( 19054.95-19695.65) | 521 ( 19141-19662.4) | 8627 ( 172.63-0.1=-172.53) 19050PE | -17244 ( 265.12-610=344.88) 19050CE |
2023/07/28 | Thu | 2023-07-28 ( Fri) | 2023-08-31(Thu) 15:25 | 6,047.00 | -26,030.00 | 50 | 16107/-73 | 10.71 - 12.05 | -0.15 ( 0%) | - | -403 ( 19635.35-19232.65) | -500 ( 19751-19250.95) | -9515 ( 208.5-398.8=190.3) 19650PE | 15562 ( 311.29-0.05=-311.24) 19650CE |
2023/09/01 | Thu | 2023-09-01 ( Fri) | 2023-09-28(Thu) 15:25 | 9,226.00 | -16,804.00 | 50 | 10357/-28595 | 11.9 - 12.72 | 4.35 ( 0.02%) | - | 278 ( 19270.25-19547.9) | 144 ( 19381.65-19526) | 8207 ( 164.18-0.05=-164.13) 19250PE | 1020 ( 297.01-276.6=-20.41) 19250CE |
2023/09/29 | Thu | 2023-09-29 ( Fri) | 2023-10-26(Thu) 15:25 | -12,093.00 | -28,897.00 | 50 | 16459/-13076 | 12.33 - 11.56 | 57.65 ( 0.3%) | - | -734 ( 19591.45-18857.3) | -824 ( 19681.9-18858) | -26807 ( 207.06-743.2=536.14) 19600PE | 14714 ( 294.37-0.1=-294.27) 19600CE |
2023/10/27 | Thu | 2023-10-27 ( Fri) | 2023-11-30(Thu) 15:25 | -32,545.00 | -61,442.00 | 50 | 2938/-33087 | 11.51 - 12.63 | 71.5 ( 0.38%) | - | 1204 ( 18950.45-20154.4) | 1102 ( 19033.6-20136) | 11256 ( 225.22-0.1=-225.12) 18950PE | -43801 ( 312.43-1188.45=876.02) 18950CE |
2023/12/01 | Thu | 2023-12-01 ( Fri) | 2023-12-28(Thu) 15:25 | -54,210.00 | -115,652.00 | 50 | 425/-54665 | 12.27 - 15.02 | 60.95 ( 0.3%) | Day Open > PDH | 1579 ( 20208.75-21787.35) | 1450 ( 20330.45-21780) | 9067 ( 181.39-0.05=-181.34) 20200PE | -63278 ( 317.4-1582.95=1265.55) 20200CE |
2023/12/29 | Thu | 2023-12-29 ( Fri) | 2024-01-25(Thu) 15:25 | 14,831.00 | -100,821.00 | 50 | 24707/-751 | 15.3 - 13.84 | -41.05 ( -0.19%) | - | -349 ( 21725.65-21376.55) | -540 ( 21885-21345.2) | -5962 ( 284.07-403.3=119.23) 21750PE | 20793 ( 415.96-0.1=-415.86) 21750CE |
2024/01/29 | Thu | 2024-01-29 ( Mon) | 2024-02-29(Thu) 15:25 | 9,500.00 | -91,321.00 | 50 | 16076/-12312 | 14.83 - 15.41 | 80.5 ( 0.38%) | - | 568 ( 21474.7-22042.25) | 373 ( 21612-21984.8) | 13841 ( 276.86-0.05=-276.81) 21450PE | -4340 ( 447.75-534.55=86.8) 21450CE |
2024/03/01 | Thu | 2024-03-01 ( Fri) | 2024-03-28(Thu) 15:25 | 23,841.00 | -67,480.00 | 50 | 29051/-3321 | 15.45 - 12.75 | 65.5 ( 0.3%) | - | 204 ( 22117.55-22321.6) | 84 ( 22245-22328.95) | 13838 ( 276.91-0.15=-276.76) 22100PE | 10003 ( 426.86-226.8=-200.06) 22100CE |
2024/04/01 | Thu | 2024-04-01 ( Mon) | 2024-04-25(Thu) 15:25 | 24,311.00 | -43,169.00 | 50 | 25684/-2248 | 13.17 - 10.49 | 128.1 ( 0.57%) | - | 88 ( 22474.65-22562.45) | 16 ( 22559.95-22576.35) | 12524 ( 250.64-0.15=-250.49) 22450PE | 11787 ( 360.19-124.45=-235.74) 22450CE |
2024/04/26 | Thu | 2024-04-26 ( Fri) | 2024-05-30(Thu) 15:25 | 13,661.00 | -29,508.00 | 25 | 14879/-3940 | 10.98 - 24.22 | 50.05 ( 0.22%) | - | -71 ( 22588.15-22517.1) | -189 ( 22678.45-22489.7) | 4479 ( 289.59-110.45=-179.14) 22600PE | 9183 ( 367.35-0.05=-367.3) 22600CE |
2024/05/31 | Thu | 2024-05-31 ( Fri) | 2024-06-13(Thu) 15:29 | 5,454.00 | -24,054.00 | 25 | 9527/-16900 | 23.68 - 13.34 | 79.45 ( 0.35%) | - | 827 ( 22571.15-23398.55) | 696 ( 22704.75-23401) | 11515 ( 480.04-19.45=-460.59) 22550PE | -6060 ( 626-868.4=242.4) 22550CE |
Aspect | Summary |
---|---|
Estimated Margin (On 13 Jun) | Rs 78,322 |
Overall Profit | Rs -24054 (-30%) |
Avg Expiry Profit | Rs -370 (-0.47%) |
Max Profit | Rs 49539 (63.25%) |
Max Loss | Rs -171381 (-218.82%) |
Win% (Expiries) | 60% (39) |
Loss% (Expiries) | 40% (26) |
Avg Monthly Profit | Rs -373 (-0.48%) |
Avg Profit On Win Expiries | Rs 16835 (21.49%) |
Avg Loss On Loss Expiries | Rs -26177 (-33.42%) |
Total Lot | 2 |
Max Drawdown (MDD) | Rs -250910(-320.36%) |
MDD Days (Recovery Period) | 1630 (1231 Days - Running) (27 Dec 2019 - Running) |
Return to MDD Ratio | 0.02 |
Max Winning Streak | 6 Days |
Max Losing Streak | 4 Days |
Expectancy | -0.01 |
Year | Mon | Tue | Wed | Thu | Fri |
---|---|---|---|---|---|
2019 | 0 | 0 | 0 | 70,072.00 | 0 |
2020 | 0 | 0 | 0 | -231,057.00 | 0 |
2021 | 0 | 0 | 0 | 120,196.00 | 0 |
2022 | 0 | 0 | 0 | 6,438.00 | 0 |
2023 | 0 | 0 | 2,692 | -83,993.00 | 0 |
2024 | 0 | 0 | 0 | 91,598.00 | 0 |
Total | 0 | 0 | 2,692 | -26,746.00 | 0 |
Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2019 | 0 | 14,529.00 | -25,415.00 | 26,094.00 | 30,939.00 | 15,666.00 | -16,730.00 | 1,546.00 | -15,231.00 | 7,982.00 | 7,707.00 | 22,985.00 | 70,072.00 |
2020 | 16,505 | -3,440.00 | -171,381.00 | 30,810.00 | 49,539.00 | -25,934.00 | -2,424.00 | 7,562.00 | -27,940.00 | -15,729.00 | -55,473.00 | -33,152.00 | -231,057.00 |
2021 | 31,646 | -34,994.00 | 21,406.00 | 26,037.00 | 10,551.00 | 15,629.00 | 34,247.00 | -21,107.00 | -26,165.00 | 15,421.00 | 23,311.00 | 24,214.00 | 120,196.00 |
2022 | 20,190 | -10,835.00 | 1,405.00 | 27,915.00 | -22,692.00 | 13,742.00 | -27,019.00 | 7,924.00 | -7,268.00 | -8,127.00 | -4,112.00 | 15,315.00 | 6,438.00 |
2023 | 9,455 | 16,691.00 | 821.00 | -10,388.00 | 1,896.00 | -7,584.00 | -8,617.00 | 6,047.00 | 9,226.00 | -12,093.00 | -32,545.00 | -54,210.00 | -81,301.00 |
2024 | 14,831 | 9,500.00 | 23,841.00 | 24,311.00 | 13,661.00 | 5,454.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 91,598.00 |
Total | 92,627 | -8,549.00 | -149,323.00 | 124,779.00 | 83,894.00 | 16,973.00 | -20,543.00 | 1,972.00 | -67,378.00 | -12,546.00 | -61,112.00 | -24,848.00 | -24,054.00 |
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.
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This strategy consists of:
The short options generate income, while the long options provide protection against sharp market movements.
This strategy is ideal when:
Below is the conclusion on free backtest of Nifty Monthly Short Straddle Backtest 24 Days To Expire
We can observe that the Nifty Monthly Short Straddle Backtest 24 Days To expire Strategy is Profitable and it has given a profit of Rs.-24054.
It has average day profit of Rs.-370. Max profit on a single day is Rs.49539 and Max loss of Rs.-171381.
It has 60%win days and 40% loss days.
Average monthly profit is Rs.-373.
Average Profit on win days is Rs.16835.
Average Loss on losing days is Rs.-26177.
Max winning streak is 6 days and max losing streak is 4 days.
Max drawdown is Rs.-250910. recovery period is 1630 (1231 Days – Running) (27 Dec 2019 – Running)
Return to max drawdown is 0.02.
Expectancy is -0.01 for this Nifty Monthly Short Straddle Backtest 24 Days To Expire
If the index moves near the short strikes, adjustments can be made:
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.
The strategy works with both weekly and monthly expirations:
Which Strategy is better Nifty Iton Condoor or Nifty Iron Fly ?
It depends on persons risk appetite and capital.