For example:
Here it is showing that I will make a 99.5% probable profit on expiry of 23rd february 2023.
My trades are:
Sell 1 lot futures
Buy CE of 16800
Sell PE of 16800
Please let me know if these kind of trades are possible or not.
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It will work if you get all your instument traded in exact price you mentioned. Practically its not possible due to spread gaps and illiquidity( Algos may help to execute it, but you offcourse can’tbeat HFT algos sitting in exchange premise)
Arbitrage funds earns around 4-7% PA, using multiple such arbitrage strategies, they have HFTs and adavance softwares. Lots of charges also get involved. So, executing sich strategies not worth much as you can’t make it big.