Bank Nifty and Nifty Weekly Expiry Options Strategy

The Below Strategy will be Helpful for Option Writers, We are using Historical Volatility of Index to predict the probable range of market in next 5 trading sessions.

We get this Range of Expiry day close and take position next day at Open.

We have 2 methodology where we have 70% Probability of Winning and 90% Probability of Winning.

As the Portability of Winning increase the returns also come down.

Always Keep SL 50% of premium you got. Suppose you get 50 point premium in Shorti both Call and Put So SL for this Trade should be Kept at 75 Points.

Below is the Range for 04 July Expiry

1 thought on “Bank Nifty and Nifty Weekly Expiry Options Strategy”

  1. Hi Bramesh, How do you calculate Historical Volatility for Index? Is it based on last 1 year close price and its SD value or is it calculated differently?

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