created : 3 weeks ago| | live deployment: 0
Strategy description
Intraday Rolling Straddle Strategy
Description
The Intraday Rolling Straddle is a consolidation-focused options selling strategy designed to capitalize on sideways market conditions with slight directional movement.
Key Parameters
| Parameter | Value |
|---|---|
| Entry Time | 9:20 AM at ATM, once the market shows signs of sideways movement |
| Exit Condition – Trending Market | Exit immediately if combined straddle premium rises due to a directional move |
| Re-entry Logic | Re-initiate a second ATM straddle when market re-enters a fresh consolidation phase |
| Final Exit Time | All positions closed by 3:20 PM, or earlier if another trend emerges |
How It Works
- Captures theta decay during range-bound periods
- Minimizes exposure by exiting on early signs of trending
- Automatically rolls into fresh straddles when consolidation resumes
Disclaimer
This strategy is for educational and informational purposes only. It does not constitute investment advice. Past performance is not indicative of future results. Please paper trade thoroughly before deploying live capital.
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