For eg ,
If NIFTY is at 9000 , I sell OTM Call option at a far month expiry , Buy a OTM Call Option in far month expiry ( Same expiry as in Call Option )
At the same time I also sell an OTM Put Option at a far month expiry ( Same expiry as on the Call side) , and BUY a OTM Put Option at the same expiry .
Can you pl help to code and back test this set up / strategy .
Regards,