Results of Nifty Straddles with IVP greater than 60 exited 15 days before expiry

Study of Strangles and Straddles in Nifty and BankNifty

Short Strangles and Straddles are the widely used neutral option strategies to profit from time value, implied volatility and the directional non-movement of underlying stock. Many traders in India actively do these strategies but not much material available, that I’m aware of, that looked at their historical performance or what could be most optimal settings […]

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Buying Options into Earnings Results Day – Implied Volatility Play

Buying Options just before earnings results are out is the most common phenomena among speculators and traders to gain from a sharp move in the stock. Due to this demand for options & uncertainty surrounding the results, options become expensive during this period due to high implied volatility (IV). Previously, I wrote about how one can take advantage […]

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