NIFTY Bank Nifty Weekly Expiry 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 Shorting both Call and Put So SL for this Trade should be Kept at 75 Points.

Below is the Range for NIFTY  19 Dec Expiry with 70% Probability of Winning

  • Traders can short 12100 CE and 11800 PE

Below is the Range for NIFTY  19 Dec Expiry with 90% Probability of Winning
  • Traders can short 12200 CE and 11700 PE

Below is the Range for Bank NIFTY 19 Dec Expiry with 70% Probability of Winning

  • Traders can short 32100 CE and 31200 PE

Below is the Range for 19 Dec Expiry with 90% Probability of Winning

  • Traders can short 32500 CE and 30800 PE

Be Strict with SL and maintain a proper Position size

3 thoughts on “NIFTY Bank Nifty Weekly Expiry Strategy”

  1. Very helpful sir thank you.
    Here is one question sir, if i get sl on one side,then can we add more position on the other side..? If yes then which strike price should be..?

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