Monthly Bank Nifty and Nifty Option Selling Strategy

By | May 21, 2021

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  27 May Expiry with 70% Probability of Winning

  • Traders can Short 15500 CE and 14500 PE

Below is the Range for NIFTY  27 May  Expiry with 90% Probability of Winning

  • Traders can Short 15700 CE and 14200 PE

Below is the Range for Bank Nifty 27 May Expiry with 70% Probability of Winning

  • Traders can Short 35500 CE and 31900 PE

Below is the Range for Bank Nifty 27 May  Expiry with 90% Probability of Winning

  • Traders can Short 36100 CE and 32000 PE

Be Strict with SL and maintain a proper Position size

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