11527 Nifty IV crush Set up on election day
Reason for IV crash set up
a) India vix increased 100% during last 40 days and reached 21
b) if vix even increased to 25 by 31 May 2024 is one of the good entry point for normal ATM put butterfly of 500 pts wing.
c) Calendar butterfly is one of the strategy can be used for IV crush set up on election day or 3 days before the election day and need to be squared off if I saw 2% profit or 2% loss in two days of time.
+1x27 JUN 22500 PE 314
-2x25 JUL 23000 PE 550.4
+1x25 JUL 23500 PE 780
Fund need 56000 plus
profit potential : 1K profit or 1K loss duration 4 days after election results.
a) India vix increased 100% during last 40 days and reached 21
b) if vix even increased to 25 by 31 May 2024 is one of the good entry point for normal ATM put butterfly of 500 pts wing.
c) Calendar butterfly is one of the strategy can be used for IV crush set up on election day or 3 days before the election day and need to be squared off if I saw 2% profit or 2% loss in two days of time.
+1x27 JUN 22500 PE 314
-2x25 JUL 23000 PE 550.4
+1x25 JUL 23500 PE 780
Fund need 56000 plus
profit potential : 1K profit or 1K loss duration 4 days after election results.
註釋
Entry into this strategy on Friday at 2 PM. Wait until thenIf entered and average on this friday at 3 PM.
Square off after election results or one day after election results, where IV cool offs.
Today also vix increased another 5%
交易進行
Today at 2 PM activated the tradeonce IV fall 20 to 30 percent on election day, book profit
註釋
IV or india vix註釋
B5x 27JUN2024 22700PE - ₹ 563.7
(0)
S
5x 25JUL2024 22700PE - ₹ 605
(0)
Prob. of Profit
55.97%
Max. Profit
₹ +12,098
(19.85%)
Max. Loss
₹ -28,189
(-46.25%)
交易結束：目標達成
11K per lot done
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