Strategy Overview
Operates as a Intraday strategy with exposure hedged. The strategy follows a Short Volatility framework, where the majority of trades focus on capturing time decay (theta) through option selling in order capture option price behavior closer to maturity.
The strategy operates across both Nifty and SENSEX index options. A single strategy cycle typically runs daily, with multiple entries and exits during the day. Typically, on Monday and Tuesday it trades Nifty while Wednesday and Thursday it trades SENSEX.
Key Functionalities
- Predominantly option selling strategy via dynamic option selling focused on earning theta decay
- Complemented by daily hedge.
- Combines directional and non-directional trading structures
- Deploys margin across Nifty and SENSEX index options
- Uses dynamic entries and reentries throughout the daily cycle
- Incorporates MTM-based risk control and trailing profit mechanisms
Description is provided by the creator. Tradetron does not endorse any strategy; review the composition and your own risk limits before subscribing.
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