11559 IV Crush strategy (Election day strategy)
Reason for calendar Butterfly
Structure:
a) 48000 PE of 19 June expiry around 722 +1X
b) 49000 PE of 26 June expiry around 1052 -2X
c) 50000 PE of 26 June expiry around 1633 +1X
Aprox cost 36500
SL: 1K, if IV increases further on Election day.
IV usually crashes on election day; 15% drop of India vix is usually consider for booking profits, providing the profit of 3 to 5K(8.5% to 14%) on election day per single lot.
Duration 2 days or 1 day
Structure:
a) 48000 PE of 19 June expiry around 722 +1X
b) 49000 PE of 26 June expiry around 1052 -2X
c) 50000 PE of 26 June expiry around 1633 +1X
Aprox cost 36500
SL: 1K, if IV increases further on Election day.
IV usually crashes on election day; 15% drop of India vix is usually consider for booking profits, providing the profit of 3 to 5K(8.5% to 14%) on election day per single lot.
Duration 2 days or 1 day
取消訂單
Huge gap up... Entry invalidate as IV already fallen 20%.註釋
if entered on friday at 3.20 PM with above value, Would have given profit of 1.5%
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