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created : 1 week ago| | live deployment: 1
Strategy description
Intraday Short Straddle Strategy-Nifty 50
Overview
The Intraday Straddle is a consolidation-focused options selling strategy designed to capitalize on sideways market conditions with limited directional movement. This approach limits exposure during volatile periods and re-enters only when market conditions are favorable for theta decay in a range-bound environment.
Key Strategy Rules
| Parameter | Details |
|---|---|
| Entry Time | The first straddle is initiated at 9:20 AM, once the market shows signs of sideways movement. |
| Exit Condition – Trending Market | If the market begins to trend in either direction, causing the combined premium of the straddle to rise above its VWAP, the position is exited immediately. |
| Re-entry Logic (2 Repeat) | Once the market cools down and enters a fresh consolidation phase, the strategy re-initiates an straddle at the same strike price as the original. |
| Exit Time | All open positions are exited by 3:20 PM, or earlier if another trending move is detected. |
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