Nifty and five major sectorial constituents of Nifty analysis based on pure price action.
Try to show one calendar trade but it was not visible in the screen. Sharing you numbers here.
Current Calendar Spread Structure:
Long: 24000 PE – 31 July 2025
Short: 24000 PE – 27 June 2025
Net Debit: ₹88 per lot
Rationale:
The surge in India VIX indicates heightened market volatility, making this an opportune moment to implement a calendar spread strategy. The position benefits from time decay (positive Theta) and an increase in implied volatility (positive Vega), especially if the NIFTY remains around the 24,000 level.
Risk Management: Monitor NIFTY's movement closely. If it declines rapidly below 23500, the short put may become in-the-money, increasing risk. Two adjustment options we do have...
Adjustment Flexibility: Be prepared to roll the short put further out in time or to a different strike if market conditions change.
Try to show one calendar trade but it was not visible in the screen. Sharing you numbers here.
Current Calendar Spread Structure:
Long: 24000 PE – 31 July 2025
Short: 24000 PE – 27 June 2025
Net Debit: ₹88 per lot
Rationale:
The surge in India VIX indicates heightened market volatility, making this an opportune moment to implement a calendar spread strategy. The position benefits from time decay (positive Theta) and an increase in implied volatility (positive Vega), especially if the NIFTY remains around the 24,000 level.
Risk Management: Monitor NIFTY's movement closely. If it declines rapidly below 23500, the short put may become in-the-money, increasing risk. Two adjustment options we do have...
Adjustment Flexibility: Be prepared to roll the short put further out in time or to a different strike if market conditions change.
交易進行
Best start for the week with ~3.25% gain, Heatmap for Nifty 50 is all green except Sun pharma and Indusind bank 
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免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。